From ripley at stats.ox.ac.uk  Thu May 18 08:54:08 2006
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Thu, 18 May 2006 07:54:08 +0100 (BST)
Subject: [Rd] Documentation for taper in spec.taper (PR#8871)
In-Reply-To: <20060517201723.8C3C7CD14@slim.kubism.ku.dk>
References: <20060517201723.8C3C7CD14@slim.kubism.ku.dk>
Message-ID: <Pine.LNX.4.64.0605180753480.15879@gannet.stats.ox.ac.uk>

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) (128.135.149.112)
>
>
> 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.
>
> Details:
>
>     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
> to
> users getting twice as much tapering as they think they are getting.
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
>

-- 
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



[Rd] Documentation for taper in spec.taper (PR#8871)
Prof Brian Ripley