Displaying 20 results from an estimated 700 matches similar to: "spec.pgram() - circularity of kernel"
2007 Nov 21
1
Different freq returned by spec.ar() and spec.pgram()
Dear list,
I've recently become interested in comparing the spectral estimates
using the different methods ("pgram" and "ar") in the spectrum()
function in the stats package.
With many thanks to the authors of these complicated functions, I
would like to point out what looks to me like a bit of an
inconsistency -- but I would not be surprised if there is good
reasoning
2020 Oct 19
1
spec.pgram returns different spectra when fast=TRUE and the number of samples is odd
Dear all,
This is potentially a bug in spec.pgram, when the number of samples is odd,spec.pgramreturns a different result withfast = TRUE, the example below contains the two varieties with a reference spectrum calculated manually. the number of returned spectra is also larger (50 compared to 49) whenfast = TRUE
x <- rnorm(
99
)
plot(spec.pgram(x, taper =
0
, detrend =
FALSE
, plot =
2019 Feb 14
0
Proposed speedup of spec.pgram from spectrum.R
Hello,
I propose two small changes to spec.pgram to get modest speedup when
dealing with input (x) having multiple columns. With plot = FALSE, I
commonly see ~10-20% speedup, for a two column input matrix and the speedup
increases for more columns with a maximum close to 45%. In the function as
it currently exists, only the upper right triangle of pgram is necessary
and pgram is not returned by
2007 Dec 12
2
discrepancy between periodogram implementations ? per and spec.pgram
hello,
I have been using the per function in package longmemo to obtain a
simple raw periodogram.
I am considering to switch to the function spec.pgram since I want to be
able to do tapering.
To compare both I used spec.pgram with the options as suggested in the
documentation of per {longmemo} to make them correspond.
Now I have found on a variety of examples that there is a shift between
2008 Jun 09
2
using spec.pgram
Hi everyone,
first of all, I would like to say that I am a newbie in R, so I apologize in
advance if my questions seem to be too easy for you.
Well, I'm looking for periodicity in histograms. I have histograms of
certain phenomenons and I'm asking whether a periodicity exists in these
data. So, I make a periodogram with the function spec.pgram. For instance,
if I have a histogram h, I
2008 Mar 27
6
help! - spectral analysis - spec.pgram
Can someone explain me this spec.pgram effect?
Code:
period.6<-c(0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10
,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10)
period.5<-c(0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10
,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0)
par(mfrow=c(2,1))
2006 Jan 24
1
spec.pgram() normalized too what?
Dear list,
What on earth is spec.pgram() normalized too? If you would like to skip my
proof as to why it's not normed too the mean squared or sum squared
amplitude of the discrete function a[], feel free too skip the rest of the
message. If it is, but you know why it's not exact in spec.pgram() when it
should be, skip the rest of this message. The issue I refer herein refers
only too a
2004 Oct 15
1
power in a specific frequency band
Dear R users
I have a really simple question (hoping for a really simple answer :-):
Having estimated the spectral density of a time series "x" (heart rate
data) with:
x.pgram <- spectrum(x,method="pgram")
I would like to compute the power in a specific energy band.
Assuming that frequency(x)=4 (Hz), and that I am interested in the band
between f1 and f2, is the
2008 Oct 02
0
spec.pgram help?
Hopefully this will not seem too ignorant of a question. I am having a hard time picking out the sources of the differences between:
abs(fft(x))^2/length(x)
and
spec.pgram(x, taper=0, log="no", plot=FALSE)
Also from the limited testing that I have done since the DC "frequency" is not returned from spec.pgram how can I tell what has happened to the series when I specify
2009 Jul 08
0
typo in ts detrending implementation in spec.pgram?
Hello!
I wonder if there is a typo in detrending code of spec.pgram in spectrum.R from stats package.
One can see in the code https://svn.r-project.org/R/trunk/src/library/stats/R/spectrum.R .
I am afraid there is a typo and the code should look like
if (detrend) {
t <- 1L:N - (N + 1)/2
sumt2 <- N * (N^2 - 1)/12
for (i in 1L:ncol(x))
x[, i] <- x[, i] -
2008 Apr 19
1
Inverse transform after applying function in frequency domain?
Dear R-Help,
I wish to simulate a process so that it has certain properties in the
frequency domain. What I attempted was to generate a random time-series
signal, use spec-pgram(), apply a function in the frequency domain, and then
inverse transform back to the time-domain. This idea does not seem as
straight forward in practice as I anticipated.
e.g.
x<-ts(rnorm(1000, 0,1), frequency=256)
2006 May 17
1
Documentation for taper in spec.taper (PR#8871)
Full_Name: Michael Stein
Version: Version 2.1.1
OS: linux
Submission from: (NULL) (128.135.149.112)
The documentation for spec.taper says
p: The total proportion to be tapered, either a scalar or a
vector of the length of the number of series.
Details:
The cosine-bell taper is applied to the first and last 'p[i]/2'
observations of time series 'x[,
2007 Jan 08
2
Simple spectral analysis
Hello world,
I am actually trying to transfer a lecture from Statistica to
R and I ran into problems with spectral analysis, I think I
just don't get it 8-(
(The posting from "FFT, frequs, magnitudes, phases" from 2005
did not enlighten me)
As a starter for the students I have a 10year data set of air
temperature with daily values and I try to
get a periodogram where the annual
2009 Jun 19
1
typo in Lomb-Scargle periodogram implementation in spec.ls() from cts package?
Hello!
I tried to contact author of the package, but I got no reply. That is why I write it here. This might be useful for those who were using cts for spectral analysis of non-uniformly spaced data.
In file spec.ls.R from cts_1.0-1.tar.gz lines 59-60 are written as
pgram[k, i, j] <- 0.5 * ((sum(x[1:length(ti)]* cos(2 * pi * freq.temp[k] * (ti - tao))))^2/sum((cos(2 *
pi * freq.temp[k] *
2007 Mar 29
1
ccf time units
Hi,
I am using ccf but I could not figure out how to calculate the actual lag in
number of periods from the returned results. The documentation for ccf
says:"The lag is returned and plotted in units of time". What does "units of
time" mean? For example:
> x=ldeaths
> x1=lag(ldeaths,1)
> results=ccf(x,x1)
> results
Autocorrelations of series 'X', by lag
1999 Jul 19
9
time series in R
Time Series functions in R
==========================
I think a good basic S-like functionality for library(ts) in base R
would include
ts class, tsp, is.ts, as.ts
plot methods
start end window frequency cycle deltat
lag diff aggregate
filter
spectrum, spec.pgram, spec.taper, cumulative periodogram, spec.ar?
ar -- at least univariate by Yule-Walker
arima -- sim, filter, mle, diag, forecast
2006 Jan 24
0
Relating Spectral Density to Chi-Square distribution
Dear list,
I had some confusion regarding what function too use in order too relate
results from spec.pgram() too a chi-square distribution. The documentation
indicates that the PSD estimate can be approximated by a chi-square
distribution with 2 degrees of freedom, but I am having trouble figuring out
how to do it in R, and figuring out what specifically that statement in the
documentation
2008 Apr 30
3
Cross Spectrum Analysis
I am reading some documentation about Cross Spectrum Analysis as a technique
to compare spectra.
My understanding is that it estimates the correlation strength between
quasi-periodic structures embedded in two signals. I believe it may be
useful for my signals analysis.
I was referred to the R functions that implement this type of analysis. I
tried all the examples which generated a series of
2006 Jan 24
3
R-help Digest, Vol 35, Issue 24
Dear Prof Ripley,
First of all, unless you are an english professor, then I do not think you have
any business policing language. I'm still very much a student, both in R, and
regarding signal analysis. My competence on the subject as compared too your
own level of expertise, or my spelling for that matter, may be a contension for
you, but it would have been better had you kept that opinion
2008 Jun 04
2
estimate phase shift between two signals
Hi,
Are there any functions in R that could be used to estimate the phase-shift
between two semi-sinusoidal vectors? Here is what I have tried so far, using
the spectrum() function -- possibly incorrectly:
# generate some fake data, normalized to unit circle
x <- jitter(seq(-2*pi, 2*pi, by=0.1), amount=pi/8)
# functions defining two out-of-phase phenomena
f1 <- function(x)