[R] spec.pgram() normalized too what?

[Prof Brian Ripley]

First, please look up `too' in your dictionary.

Second, please study the references on the help page, which give the 
details.  That is what references are for!  The references will also
answer your question about the reference distribution.

The help page does not say it is `normalized' at all: it says it computes 
the peridogram, and you seem unaware of the definitions of the latter (and 
beware, there are more than one).

On Tue, 24 Jan 2006, Keith Chamberlain wrote:

> Dear list,
>
> What on earth is spec.pgram() normalized too? If you would like to skip my
> proof as to why it's not normed too the mean squared or sum squared
> amplitude of the discrete function a[], feel free too skip the rest of the
> message. If it is, but you know why it's not exact in spec.pgram() when it
> should be, skip the rest of this message. The issue I refer herein refers
> only too a single univariate time series, and may not reflect the issues
> encountered in 3 or more dimensions.

[...]

> Thank you very much for your feedback,
> KeithC. - an aspiring signal analysis guru & honorary enginerd
> chamberk at colorado.edu
> Psych Undergrad, CU Boulder
> RE McNair Scholar

-- 
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