similar to: lomb periodogram package

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 highest frequencies is produced. An

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] *

Greetings all, I am using Fourier analysis to search for periodicities in IP network traffic by generating periodograms and then visually examining them for large, distinct peaks. However, in many cases it is not readily apparent where there are periodicities. I have no experience with discrete maths so I've come up against a block here: How do I define what the "noise floor"

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

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

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]]

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 "Tis" values (in fact these values come from a Time

Hello to everybody, I just subscribed to this list. I find R a really nice environment for statistical analysis. I started to use it some days ago. I use it at home in my Linux box, but I would like to use it in my institute in my Digital Alpha (my machine runs OSF1 V4.0). I tried to compile the distributed source code, without success due to some errors. And the binary available is in RPM

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

Dear all, I'm trying to finding the fundamental harmonics (ie. peaks in a periodogram) from a time series (extracted from an mp3). For example, if I look at spectrum(fdeaths, spans = c(3,3)) I'd say the fundamental harmonics are about 1, 2, 3.5 and 4.5 - but how can I extract these automatically? (preferably with some heuristic for choosing the smoothing spans too) I'm aware of

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

Hello everyone, This is my first time posting to the list, thanks in advance. I am calculating the smoothed periodogram for the residuals of an AR model that I fit to EEG data. The autocorrelation plot of the residuals shows the series is now approximately white (i.e. ACF = 1 at lag 0, and close to 0 for all other lags). I would like to show that the spectrum of the series is also

I am trying to compute the periodicity of a time series. I would like to know which function in R does it. Also, how do I plot a Enright / Chi-square periodogram using R ? ( Enright, J.T., 1965, Journal of Theoret. Biol. 8,426-468) Greatly appreciate your help. Thanks in advance, Sukhaswami Malladi *************************************************************************** The contents

nitish wrote: > > I have a dataset that goes like: dataset = > t |x > 0 |x1 > 1 |x2 > 2 |0 > 3 |0 > 4 |0 > 5 |0 > 6 |x3 > 7 |0 > 8 |0 > 9 |0 > 10 |x4 > > and so on. I wish to detect the periodicity of occurrences. t is in > seconds and x are arbitrary, whose magnitude i am not interested in. I > just wish to get a best

Dear All, Is there a function in R which can do a periodogram of Schuster ? Thanks in advance ! Guillaume Blanchet

Hello - I am currently simulating bivariate AR(1) time series data and have the following line in my code: Px=spec.pgram(ts.union(X,XX),spans=c(?,?)) The spans option is where I enter in the vector containing the Daniell smoother numbers, but I don't know what a Daniell smoother is (hence the question marks). Can somebody please tell me? Is there another option where I can simply enter in

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

Hi, I'm using gl1ce with family=binomial like so: >yy succ fail [1,] 76 23 [2,] 32 67 [3,] 56 43 ... [24,] 81 18 >xx c1219 c643 X1 0.04545455 0.64274145 X2 0.17723669 0.90392792 ... X24 0.80629054 0.12239320 >test.gl1ce <- gl1ce(yy ~ xx, family = binomial(link=logit), bound = 0.5 ) or >omit <- c(2,3) >test.gl1ce

Greetings, I would like to estimate a spectral coherence between two timeseries. The stats : spectrum() returns a coh matrix which estimates coherence (squared). A basic test which from which i expect near-zero coherence: x = rnorm(500) y = rnorm(500) xts = ts(x, frequency = 10) yts = ts(y, frequency = 10) gxy = spectrum( cbind( xts, yts ) ) plot( gxy $ freq, gxy $