search for: lomb

Hi, I have recently used the CTS package in order to use the Lomb-Scargle periodogram (spec.ls) function. I have noticed an issue that I hoped you may be able to explain. If a regularly spaced time series has two points removed, one at either side of a single data point (thus making an irregularly spaced time series), a spectrum with a very large peak at the high...

Hi, Does anyone know the name of the package that includes a function for computing the lomb periodogram on irregular spaced ts data? I saw the package once ~ 1 month ago but cannot find it now ... , Rich

...[k] * (ti - tao))))^2/sum((cos(2 * pi * freq.temp[k] * (ti - tao)))^2) + (sum(x[1:length(ti)] * sin(2 * pi * freq.temp[k] * (ti - tao))))^2/sum((sin(2 * pi * freq.temp[k] * (ti - tao)))^2) ===> ) <=== Here is quick reference http://en.wikipedia.org/wiki/Least-squares_spectral_analysis#The_Lomb.E2.80.93Scargle_periodogram . One half coefficient was not applied to entire expression. Also I find weird next lines (61-62) pgram[1, i, j] <- 0.5 * (pgram[2, i, j] + pgram[N, i, j]) First of all, such things should not be in the for loop. Second, I don't quite understand the meaning of...

Dear time-series specialist: I've got some time series representing measurements from a physical process, like atomic decay data. These time series look almost random, but should hopefully be distinguishable as they were taken under different conditions. I am looking for statistical approaches that are sensitive enough to discriminate between such series of measurements. Preferably, there

Hi everybody, I am reading the Lomb paper (Lomb, 1976) and I found an interesting equation, and I wish to resolve it using R. I am wondering if anybody has a hint. The equation is: Yis[i] = a*cos((2*pi/T)*(Times[i] - Tau)) + b*sin((2*pi/T)*(Times[i] - Tau)) ... (1) Where T and Tau are constants. I know the "Times" and &...

Greetings all, I'm working on a project trying to apply fourier analysis to timestamped router logs, using R to perform the analysis. The idea is to determine if any type of traffic (say, outgoing ICMP requests) has strong periodic features because it may indicate a compromise somewhere on the network. The FFT requires all data points to be evenly spaced, but the recorded events do not

Dear R users Is there a function in R to make a peridogram for a spectral analysis of unevenlly sampled data?? something like spec.lomb() for S-Plus?? How to plot a vector with unequally spaced time series?? e.g day/month/year V1 03/08/82 0.34 28/08/82 1.42 12/09/82 0.28 20/09/82 0.56 03/10/82 0.85 21/10/82 1.45 thanks -- Marcelo Alexandre Bruno - Pos-graduacao Oceanografia Biologica Departamento de Oceanografia - Laboratorio de...

...fidence intervals (assuming that the "Power" vector was normally distributed) but I'm not sure if this is statistically valid. If anyone can provide help, or point me to some resources on the subject, then I'd appreciate it. Incidentally, I have tried to use other methods (the Lomb-Scargle method in particular) but haven't found any especially well-suited to the problem. Best regards, Pete --------------------------------- [[alternative HTML version deleted]]

Background: OS: Linux Mandrake 9.1 release: R 1.9.0 editor: Xemacs 21.4 frontend: ESS 5.1.23 --------------------------------- Colleagues I have two time series (upwelling index and water temperature) of evenly spaced, daily data over 18 months, but the upwelling index series has a gap of about 2 months right in the middle of it. I want to do the acf, pacf, ccf, and a cross-spectral analysis

...riance or some other quantity? If so, perhaps someone could indicate why that particular norming convention is used? The reason that this is so important is that the harmonic content fit by least squares used in the chi-square periodogram is normalized to the variance (I think), and so too is the Lomb periodogram. Those periodograms can be used to get p-values from chi-square and exponential distributions respectively, too assess "important" frequencies, but they're very slow transforms. The fast fourier transform and/or periodograms can be related too both methods, for fast comput...

...). I tried to compile the distributed source code, without success due to some errors. And the binary available is in RPM format, which I really cannot read. Does anybody have a binary distribution in tarred+gzipped format? Another question: I'm looking for some R/S routine for calculating the Lomb-Scargle periodogram of a signal. If this does not exist I will do it myself, of course, but I wonder if this is already done. Thanks a lot, J C -- 027-"Can I eat this green slime?" ("FAMOUS LAST WORDS", collected by O.Rosenkranz) ===========================================...

hi R users I have a large 1D dataset and some of them is NA value . I found I cound get the spectrum by such a command. ua=c£¨10£¬30 £¬40£¬50£¬NA£© spectrum(ua) and I could not use na.rm just like mean or sd function How could I get the spectrum of ua ? thank you . -- TANG Jie [[alternative HTML version deleted]]