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21 January 2021, 21:54:35 UTC
Revision 0a03bbb7cf19e479dc77592ed09621eeb8afb470 authored by A.I. McLeod on 21 December 2015, 08:55:04 UTC, committed by cran-robot on 21 December 2015, 08:55:04 UTC 
version 1.4.6
1 parent 83deceb
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Tip revision: 0a03bbb7cf19e479dc77592ed09621eeb8afb470 authored by A.I. McLeod on 21 December 2015, 08:55:04 UTC
version 1.4.6
Tip revision: 0a03bbb
innovationVariance.R 
innovationVariance <- function(z, method=c("AR", "Kolmogoroff"), ...){
  wm <- match.arg(method, c("AR", "Kolmogoroff"))
  if (length(z)<10) 
    stop("Series length should be at least 10!")
  if (wm=="AR"){
    sigmaSq <- ar(z, aic=TRUE, method="burg")$var.pred
  } else {
    plotQ <- ifelse(length(grep("plot", c(substitute(do.call(...)))))>0, TRUE
                    , FALSE)
    if(plotQ) {
      sdf <- spec.pgram(z, ...)$spec
    } else {
      sdf <- spec.pgram(z, plot=FALSE, ...)$spec
    }
    sigmaSq <- exp(2*sum(log(2*pi*sdf))/length(z))/(2*pi)
  }
  sigmaSq
}
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