Description of the program: mem_spec


This program estimates the power spectrum of a scalar data set on the basis of the maximum entropy principle. A description of the method is printed in the Numerical Recipes, whereas the present implementation is new.

Usage:

mem_spec [Options]

Everything not being a valid option will be interpreted as a potential datafile name. Given no datafile at all, means read stdin. Also - means stdin

Possible options are:

Option Description Default
-l# number of data to use whole file
-x# number of lines to be ignored 0
-c# column to be read 1
-p# number of poles 128
-f# number of frequences to print number of poles
-o# output file name without file name: 'datafile'.spec
(or stdin.spec if data were read from stdin)
Without -o data is written to stdout
-V# verbosity level
  0: only panic messages
  1: add input/output messages
  2: add the AR coefficients to the output
1
-h show these options none


Description of the Output:

The first line shows the average forecast error of the AR-model fitted. The following p lines contain the coefficients of the fitted AR-model and the last f lines contain the power spectrum.
View the C-source.
See also spectrum
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