periodogram for discrete data sequence?

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Hi,
If I want to get the continuous periodogram of a signal, which function/object should I use? According to spectrum.psd:
The power spectral density (PSD) is intended for continuous spectra. The integral of the PSD over a given frequency band computes the average power in the signal in that frequency band. In contrast to the msspectrum, the peaks in this spectra do not reflect the power at a given frequency.
And dspdata.psd:
The power spectral density (PSD) is intended for continuous spectra. The integral of the PSD over a given frequency band computes the average power in the signal over that frequency band. In contrast to the mean-squared spectrum, the peaks in this spectra do not reflect the power at a given frequency.
If I have a discrete data set of length N, how can I compute its continuous periodogram?
Bob

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