Re: [Gretl-devel] some function suggestions/questions
On Wed, 29 Jul 2009, Sven Schreiber wrote:
Allin Cottrell schrieb:
> On Mon, 20 Jul 2009, Allin Cottrell wrote:
>
>> Revision to what I said before: pergm() takes either one or two
>> arguments, the first being a series (or conformable matrix) and
>> the optional second one being an integer bandwidth for use
>> with the Bartlett kernel. If the second arg is omitted you get
>> the sample periodogram.
>>
>> The returned matrix has 3 columns: omega in 1, the "periods" as
>> printed by the pergm command in col2, and the density in col 3.
>
> On third thoughts, we probably should not include the "periods"
> column in the pergm function output -- omega plus density is
> cleaner. Anyone?
I agree, having only one set of the x- and y-values of the corresponding
x/y-graph is more transparent.
Thanks. In the absence of disagreement I went ahead and
implemented this in CVS.
On a slightly different point, I'm just wondering whether the
number of distinct omega values to return should be a function
argument, too? What I mean is something like:
pergm(x,10,100) -- would mean that the returned matrix has 100 rows
pergm(x,10) -- gives you the current default value
Sven, I think you're implying that the current default is 10 rows.
In fact it's T/2, where T is the length of the current sample
after adjusting for any missing values. I think this is
reasonable, and if we're going to go further in terms of
user-level customization that might fairly be confined to the
fft() function.
Allin.