[R] parzen-window, tukey window

[Prof Brian Ripley]

On Tue, 25 Sep 2001, Albrecht Kauffmann wrote:

> Dear R-user and -programmer,
>
> has one R-package the ability to compute smoothed periodograms of time
> series using the Tukey-window and/or the Parzen-window? In the ts- and
> tseries-packages I have found only Daniell-smoothers.

What did you mean by `Tukey-window and/or the Parzen-window'?  The modern
(post 1967) methods are discrete-frequency smoothings, whereas those
usually mean the old-fashioned technique of tapering the ACF. The two
approaches are equivalent but the older one is much less efficient.

Look harder at spec.pgram: it is completely general, and not confined to
Daniell smoothing.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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