[R] Spectrum of a kernel

Rory.WINSTON at rbs.com Rory.WINSTON at rbs.com
Thu Sep 18 17:18:55 CEST 2008


Maybe something like:

k <- kernel(...)
spectrum(c(rev(k$coef),k$coef))

Since the kernel is symmetric?

Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of rkevinburton at charter.net
Sent: 17 September 2008 17:20
To: r-help at r-project.org
Subject: [R] Spectrum of a kernel

For purely educational purposes I would like to see the spectrum of a kernel. I tried:

spectrum(kernel("daniell", 100), taper=0, log="no")

but I get:

Error in complete.cases(object) : not all arguments have the same length

I can plot the kernel but that is only in the time-domain. I would like to see the spectrum of the kernel. Any ideas?

Kevin

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