similar to: Inverse transform after applying function in frequency domain?

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 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 All, I am looking for: A software to select the lag length for a lag window spectral estimator. Also, I have a small query in the reprex given below. Background for the above, from the book by Percival and Walden: 1. We are given X_1,...,X_n which is one realization of a stochastic process. 2. We may compute the periodogram using FFT, for example by the function spectrum in R. 3. The

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 Rhelpers, Is there a faster way than below to set a vector based on values from another vector? I'd like to call a pre-existing function for this, but one which can also handle an arbitrarily large number of categories. Any ideas? Cat=c('a','a','a','b','b','b','a','a','b') # Categorical variable

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 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

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 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

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] *

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))

Full_Name: Michael Stein Version: Version 2.1.1 OS: linux Submission from: (NULL) (128.135.149.112) The documentation for spec.taper says p: The total proportion to be tapered, either a scalar or a vector of the length of the number of series. Details: The cosine-bell taper is applied to the first and last 'p[i]/2' observations of time series 'x[,

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

I was trying to install e1071 and the compilation failed. Can some of you R gurus help me with this... thanks pedro ---- Installing package `e1071' ... libs gcc -g -fpic -I/usr/local/R/include -c pgm.c -o pgm.o pgm.c:19: pgm.h: No such file or directory make: *** [pgm.o] Error 1 cp: src-c/*.so: No such file or directory R DONE ----- Pedro Vale Lima Dep. Chemical Eng.

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

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

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

Dear List, This is my first post, and I'm a relatively new R user trying to work out a mixed effects model using lme() with random effects, and a correlation structure, and have looked over the archives, & R help on lme, corClasses, & etc extensively for clues. My programming experience is minimal (1 semester of C). My mentor, who has much more programming experience, but a comparable

Hopefully this will not seem too ignorant of a question. I am having a hard time picking out the sources of the differences between: abs(fft(x))^2/length(x) and spec.pgram(x, taper=0, log="no", plot=FALSE) Also from the limited testing that I have done since the DC "frequency" is not returned from spec.pgram how can I tell what has happened to the series when I specify

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