periodogram for discrete data sequence?

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