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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)