cor.spec(per)

Computes the Haar spectrum from the (smoothed or unsmoothed) Haar periodogram of a series.

Takes:

per |
The Haar periodogram of a series. Use hper to obtain the periodogram and smper.tilw or smper.spl to smooth it. |

Returns:

TT |
The same as per$TT. |

S |
The sequence of Haar spectrum coefficients. |