spect {pomp} | R Documentation

## Power spectrum

### Description

Power spectrum computation and spectrum-matching for partially-observed Markov processes.

### Usage

    ## S4 method for signature 'data.frame'
    spect(data, vars, kernel.width, nsim, seed = NULL,
      transform.data = identity, detrend = c("none", "mean", "linear",
      "quadratic"), params, rinit, rprocess, rmeasure, ...,
      verbose = getOption("verbose", FALSE))

    ## S4 method for signature 'pomp'
    spect(data, vars, kernel.width, nsim, seed = NULL,
      transform.data = identity, detrend = c("none", "mean", "linear",
      "quadratic"), ..., verbose = getOption("verbose", FALSE))

    ## S4 method for signature 'spectd_pomp'
    spect(data, vars, kernel.width, nsim,
      seed = NULL, transform.data, detrend, ...,
      verbose = getOption("verbose", FALSE))

    ## S4 method for signature 'spect_match_objfun'
    spect(data, seed, ...,
      verbose = getOption("verbose", FALSE))

    ## S4 method for signature 'objfun'
    spect(data, seed = NULL, ...)

### Arguments

`data` | either a data frame holding the time series data, or an object of class ‘pomp’, i.e., the output of another pomp calculation.
`vars` | optional; names of observed variables for which the power spectrum will be computed. By default, the spectrum will be computed for all observables.
`kernel.width` | width parameter for the smoothing kernel used for calculating the estimate of the spectrum.
`nsim` | number of model simulations to be computed.
`seed` | optional; if non-`NULL`, the random number generator will be initialized with this seed for simulations. See `simulate`.
`transform.data` | function; this transformation will be applied to the observables prior to estimation of the spectrum, and prior to any detrending.
`detrend` | de-trending operation to perform. Options include no detrending, and subtraction of constant, linear, and quadratic trends from the data. Detrending is applied to each data series and to each model simulation independently.
`params` | optional; named numeric vector of parameters. This will be coerced internally to storage mode `double`.
`rinit` | simulator of the initial-state distribution. This can be furnished either as a C snippet, an R function, or the name of a pre-compiled native routine available in a dynamically loaded library. Setting `rinit=NULL` sets the initial-state simulator to its default. For more information, see ?rinit_spec.
`rprocess` | simulator of the latent state process, specified using one of the rprocess plugins. Setting `rprocess=NULL` removes the latent-state simulator. For more information, see ?rprocess_spec for the documentation on these plugins.
`rmeasure` | simulator of the measurement model, specified either as a C snippet, an R function, or the name of a pre-compiled native routine available in a dynamically loaded library. Setting `rmeasure=NULL` removes the measurement model simulator. For more information, see ?rmeasure_spec.

`...`

additional arguments supply new or modify existing model characteristics or components. See `pomp` for a full list of recognized arguments.

When named arguments not recognized by `pomp` are provided, these are made available to all basic components via the so-called userdata facility. This allows the user to pass information to the basic components outside of the usual routes of covariates (`covar`) and model parameters (`params`). See ?userdata for information on how to use this facility.

`verbose` | logical; if `TRUE`, diagnostic messages will be printed to the console.

### Details

`spect` estimates the power spectrum of time series data and model simulations and compares the results. It can be used to diagnose goodness of fit and/or as the basis for frequency-domain parameter estimation (`spect.match`).

A call to `spect` results in the estimation of the power spectrum for the (transformed, detrended) data and `nsim` model simulations. The results of these computations are stored in an object of class ‘spectd_pomp’.

When `spect` operates on a spectrum-matching objective function (a ‘spect_match_objfun’ object), by default, the random-number generator seed is fixed at the value given when the objective function was constructed. Specifying `NULL` or an integer for `seed` overrides this behavior.

### Value

An object of class ‘spectd_pomp’, which contains the model, the data, and the results of the `spect` computation. The following methods are available:

plot

  produces some diagnostic plots

summary

  displays a summary

logLik

  gives a measure of the agreement of the power spectra

### Author(s)

Daniel C. Reuman, Cai GoGwilt, Aaron A. King

### References

D.C. Reuman, R.A. Desharnais, R.F. Costantino, O. Ahmad, J.E. Cohen (2006) Power spectra reveal the influence of stochasticity on nonlinear population dynamics. Proceedings of the National Academy of Sciences 103, 18860-18865.

D.C. Reuman, R.F. Costantino, R.A. Desharnais, J.E. Cohen (2008) Color of environmental noise affects the nonlinear dynamics of cycling, stage-structured populations. Ecology Letters, 11, 820-830.

### See Also

Other summary statistics methods: `abc`, `basic_probes`, `probe.match`, `probe`

Other elementary POMP methods: `pfilter`, `pomp-package`, `probe`, `simulate`

[Package pomp version 2.3 Index]