similar to: discrepancy between periodogram implementations ? per and spec.pgram

Can someone explain me this spec.pgram effect? Code: period.6<-c(0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10 ,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10) period.5<-c(0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10 ,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0) par(mfrow=c(2,1))

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] *

Hi everyone, first of all, I would like to say that I am a newbie in R, so I apologize in advance if my questions seem to be too easy for you. Well, I'm looking for periodicity in histograms. I have histograms of certain phenomenons and I'm asking whether a periodicity exists in these data. So, I make a periodogram with the function spec.pgram. For instance, if I have a histogram h, I

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

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

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

Hi, I am far from experienced in both R and time series hence the question. The code for spec.pgram() seems to involve a circularity of the kernel (see below) yielding new power estimates to all frequencies computed by FFT. " if (!is.null(kernel)) { for (i in 1:ncol(x)) for (j in 1:ncol(x)) pgram[, i, j] <- kernapply(pgram[, i, j], kernel, circular = TRUE)

Dear all, This is potentially a bug in spec.pgram, when the number of samples is odd,spec.pgramreturns a different result withfast = TRUE, the example below contains the two varieties with a reference spectrum calculated manually. the number of returned spectra is also larger (50 compared to 49) whenfast = TRUE x <- rnorm( 99 ) plot(spec.pgram(x, taper = 0 , detrend = FALSE , plot =

Dear list, I've recently become interested in comparing the spectral estimates using the different methods ("pgram" and "ar") in the spectrum() function in the stats package. With many thanks to the authors of these complicated functions, I would like to point out what looks to me like a bit of an inconsistency -- but I would not be surprised if there is good reasoning

Hello, I propose two small changes to spec.pgram to get modest speedup when dealing with input (x) having multiple columns. With plot = FALSE, I commonly see ~10-20% speedup, for a two column input matrix and the speedup increases for more columns with a maximum close to 45%. In the function as it currently exists, only the upper right triangle of pgram is necessary and pgram is not returned by

Any Ideas to get an interactive periodogram? -- Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up and make us feel like gods. We are mammals, and have not exhausted the annoying little problems of being mammals. -K. Mullis

Dear R users I have a really simple question (hoping for a really simple answer :-): Having estimated the spectral density of a time series "x" (heart rate data) with: x.pgram <- spectrum(x,method="pgram") I would like to compute the power in a specific energy band. Assuming that frequency(x)=4 (Hz), and that I am interested in the band between f1 and f2, is the

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

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 useRs, I'd like to plot a confidence interval on a periodogram. My problem is that spec.pgram(sunspots,ci=0.95,log="yes") gives me a blue error bar on the plot, but spec.pgram(sunspots,ci=0.95,log="no") does not. My questions are: 1. how should I plot the confidence interval with log="no"? 2. how should I get the min and max values of the confidence

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

Time Series functions in R ========================== I think a good basic S-like functionality for library(ts) in base R would include ts class, tsp, is.ts, as.ts plot methods start end window frequency cycle deltat lag diff aggregate filter spectrum, spec.pgram, spec.taper, cumulative periodogram, spec.ar? ar -- at least univariate by Yule-Walker arima -- sim, filter, mle, diag, forecast

Hi, everyone, I tried to use "spectrum()" or "spec.pgram()" to get a periodogram of a time series but they didn't work. Even the examples given in the help file didn't work (all with the same error message, below). And the 'ts'ibrary was loaded with "library(ts)" or "library("ts"). I also tried library(tseries) but got the same problem.

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,

Hi everyone, I have a problem on samba running on RHEL 3 kernel 2.4.21 with RHEL 3 samba packages - samba-3.0.7-1.3E.1. The problem is, that when people open excel files (with office 97 version of excel) the file modification time is changed (even if the file is only opened and excel closed without saving). This same problem does not occur on the [homes] share (in every test untill now it never