Jorge Garcia Molinos
2012-Jan-22 00:37 UTC
[R] Problem with sapa package and spectral density function (SDF)
Hi everybody, I'm a beginner R user and I'm trying to use the package "sapa" to estimate the spectral density function of several time series using the SDF function. For each time series, I want to calculate the density function at two temporal resolutions (daily and monthly). The monthly values calculated as a mean of the daily values. I first create a ts object for both series and then run the SDF function. The thing I can't figure out is why for the daily series the spectral density function is calculated without problems and with the monthly series an error always occurs. The R script I'm using (and the error) is:> dat <- read.table("Lakes.txt",header=T) > sub.dat <- subset(dat,dat$Name=="White") > > sub.dat$mf <- as.factor(subdat$Month) > sub.dat$yf <- as.factor(subdat$Year) > sub.dat$ymf <- subdat$yf : subdat$mf > sub.datm <- aggregate(subdat$DA,list(subdat$ymf),mean) > > serie.day <- ts(subdat$DA,start(sub.dat$Year[1],sub.dat$Day[1],frequency=365)) > n.d <- length(serie.day) > espec.day <- SDF(serie.day,method="lag window",window=taper(type="parzen",n.sample=n.d,cutoff=(2*sqrt(n.d))),npad=2*n.d) > > serie.month <- ts(sub.datm,start(sub.dat$Year[1],sub.dat$Month[1]),frequency=12) > n.m<-length(serie.month) > n.m[1] 322> espec.month<-SDF(serie.month,method="lag window",window=taper(type="parzen",n.sample=n.m,cutoff=(2*sqrt(n.m))),npad=2*n.m)Error in createTaper(window, "hanning", n.sample) : ? Taper vector must contain 161 elements It's curious that the length indicated by the error warning is half of the length of the series. Also, why it mentions the Hanning window if I've specified the Parzen in the code. I have tried with other series and the same thing keeps happening. It's probably something very basic but why is this happening? I'll appreciate sincerely any help/advice to solve this problem. Best regards, Jorge
Hello, Did you find a solution to this problem in the R mailing list ? I am having the same problem but there were apparently no replies to your question or didnt find them ? Thanks Anusha [[alternative HTML version deleted]]