Displaying 20 results from an estimated 2000 matches similar to: "Periodogram of Schuster"
2007 Jul 09
1
When is the periodogram is consistent with white noise?
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
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
2007 Apr 10
1
Computing fundamental harmonics from a periodogram
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
2004 Sep 15
1
lomb periodogram package
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
2004 Sep 27
1
Enright/Chi-square periodogram / periodicity
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
2010 Dec 09
1
Getting a periodogram for discrete data
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
2006 Jan 31
1
Stepwise selection and F-enter anf F-remove values
Hello,
I'm actually using the "Step" procedure in R for multiple regression analysis.
I'm using the stepwise selection which alternates between forward selection
and backward elimination (direction "both" in the step procedure).
I would like to know which F-levels R is using to enter and then to remove
variables?
I also would like which is the procedure to change
2006 Jan 31
1
How do I "normalise" a power spectral density
I have done a fair bit of spectral analysis, and hadn't finished collecting my thoughts for a reply, so hadn't replied yet.
What exactly do you mean by normalize?
I have not used the functons periodogram or spectrum, however from the description for periodogram it appears that it returns the spectral density, which is already normalized by frequency, so you don't have to worry about
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
2006 Feb 04
1
Mixed models and missing p-value...
Dear R-users,
I computed a simple mixed models which was:
mod<-lmer(nb ~ site + (1|patelle),tr)
The output was:
Linear mixed-effects model fit by REML
Formula: nb ~ site + (1 | patelle)
Data: tr
AIC BIC logLik MLdeviance REMLdeviance
1157.437 1168.686 -574.7184 1164.523 1149.437
Random effects:
Groups Name Variance Std.Dev.
patelle
2010 Nov 22
1
cpgram: access data, confidence bands
Dear R experts, beginners and everyone else,
I'm calculating "cumulative periodogram" using the command "cpgram"
[1] from the MASS library. Here is a short example with the "lh"
(hormone level) dataset:
library(MASS)
plot(lh,type="l",ylab="value",xlab="time", main="Hormone Levels (lh)")
spectrum(lh,
2009 Mar 31
1
Lomb periodograms
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
2008 Apr 25
2
Ubuntu vs Mac OS X
Hi !
I have installed R-2.7.0 64-bits on a computer where the new Ubuntu
version (8.04) was installed. This computer is a 3.2 GHz Dual-core with
2 Gb of RAM.
To test how fast (I though !) this machine is, I compared two simple
matrix manipulations between Ubuntu and my laptop (a MacBook Pro 2.2 GHz
with also 2 Gb of RAM under Mac OS X 10.5.2). By the way, I install the
normal version of R
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
2008 Jul 21
2
Time Series - Long Memory Estimation
Dear R-Users,
I am doing a research on Time Series, especially on the estimation of the
fractional exponent in long memory time series (for those who know).
However there are three estimators already built-in the fracdiff package
(GPH, Sperio, MLE)
I was wondering if there is someone who had used an estimation introduced by
P.M. Robinson (related paper: "Log-Periodogram regression of time
2010 Jul 27
2
Documenting different OO-aproaches in R as a package?
Hello,
I see some people including myself confused by the different object-oriented
approaches in R (S3, S4, OOP, R.oo etc.).
Would it be ok to collect examples and solutions for the different OO-packages
in one package and add a vignette for documentation?
(assuming I find time for this task)
I mean in this case the package would not add data or functionality to R or
serve as a companion
2010 Jun 22
1
help in pael data analysis
I need help in typing step by step commands in R software for panel data analysis
saibaba
2007 Nov 30
1
main plot title
Dear R users,
I am having a problem with the main title of a plot. I have written a
function returning a plot and I would like that the main title of this plot
shows actually the name of the dataset I have used. So, for instance: if my
dataset is called Chl, I would like that my plot to be entitled : "Raw
periodogram of Chl". I know the function "paste". I suppose I would be
2005 Dec 01
1
squared coherency and cross-spectrum
Hi All,
I have two time series, each has length 354. I tried to calculate the
coherency^2 between them, but the value I got is always 1. On a website,
it says: " Note that if the ensemble averaging were to be omitted, the
coherency (squared) would be 1, independent of the data". Does any of
you know how to specify properly in R in order to get more useful
coherency? The examples in
2006 Jan 04
1
Selecting significant peaks in periodograms
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"