[R] spectral analysis

[David Winsemius]

On Oct 12, 2009, at 5:24 AM, sdlywjl666 wrote:

> Dear all£¬
>    Is there some functions to estimate the spectrum by the fft of  
> autocorrelation?

The blindingly obvious search terms: fft spectrum  
autocorrelation   ... in two hops to what appears to be a function to  
this:

Auto And/Or Cross Correlations via FFT:
http://finzi.psych.upenn.edu/R/library/timsac/html/fftcor.html

> Is there Parzen's lag window in R ?

Ditto for the search terms: Parzen window

http://finzi.psych.upenn.edu/R/library/sapa/html/SDF.html
http://finzi.psych.upenn.edu/R/library/cyclones/html/filters.html

and perhaps:
http://finzi.psych.upenn.edu/R/library/fracdiff/html/fdSperio.html

R-search is your friend:    (Not to mention a Posting-Guide- 
recommended step before posting.)

http://search.r-project.org/nmz.html


> -- 

David Winsemius, MD
Heritage Laboratories
West Hartford, CT