[Rd] Documentation for taper in spec.taper (PR#8871)
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu May 18 08:54:08 CEST 2006
Thanks, reworded in R-patched (and later).
On Wed, 17 May 2006, stein at galton.uchicago.edu wrote:
> Full_Name: Michael Stein
> Version: Version 2.1.1
> OS: linux
> Submission from: (NULL) (188.8.131.52)
> The documentation for spec.taper says
> p: The total proportion to be tapered, either a scalar or a
> vector of the length of the number of series.
> The cosine-bell taper is applied to the first and last 'p[i]/2'
> observations of time series 'x[, i]'.
> However, the program actually applies the taper to the first and last p[i]
> observations, so 2 * p is the total proportion to be tapered.
> The documentation for spec.pgram says
> taper: proportion of data to taper. A split cosine bell taper is
> applied to this proportion of the data at the beginning and
> end of the series.
> The second statement is correct, but this means that the proportion of the data
> that is tapered is 2 * taper, not taper. This documentation could easily lead
> users getting twice as much tapering as they think they are getting.
> R-devel at r-project.org mailing list
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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