Overview of the program [ptspec]

This program provides the periodogram (the spectrum estimate) of point process data with the significant bands (0.90, 0.95 and 0.99) of the maximum power in searching a cyclic component, for stationary Poisson processes. Powers of interested frequencies or periods are plotted by + sign (in red color).

Structure of the program:

          [ptspec]
             |-----[input]
             |-----[cycle]
             |-----[period]
             |-----[printr]
             |-----[smooth]

This is originally designed by Yosihiko Ogata and Tohru Ozaki, and programmed by Koichi Katsura and T. Ozaki (January 1985), and modified by Katsura and Ogata (December 2005).

R-modules are also attached in order display the outputs of numerical data for plotting graphs of the estimated functions.

1. The data file for this program should be always named [work.data]. Before analyzing any other data, one should record them in required format and name the data file as [work.data]. Two test data files [Brastings.data] and [Poisson.data] are attached in the directory of [DataExamples]. 

2. The input control file is [ptspec.init], which provides necessary variables to read by the program.

3. The output file of [ptspec] is [out.ptspec]. The R-module [r. ptspec] displays the outputs by plotting graphs of the periodogram in both the console and postscript [ptspec.ps].

4. Calculation records of [ptspec] are stored by the name [ptspec.print] in the directory of [Calculations].

The R-module was designed and programmed by Jiancang Zhuang and Yosihiko Ogata (December 2005). 

Reference

Vere-Jones and Ozaki, T. (1982). Some examples of statistical estimation applied to earthquake data, 1. Cyclic Poisson and self-exciting models, Ann. Inst. Statist. Math., 34, pp. 189-207.
