Displaying 20 results from an estimated 500 matches similar to: "typo in Lomb-Scargle periodogram implementation in spec.ls() from cts package?"
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
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
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
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
2006 Jan 24
1
spec.pgram() normalized too what?
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
2009 Mar 03
1
periodogram smoothing question
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
2004 Oct 15
1
power in a specific frequency band
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
2008 Jun 09
2
using spec.pgram
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
2008 Mar 27
6
help! - spectral analysis - 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))
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
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
2009 Nov 18
1
Spectrum confidence interval
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
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"
2019 Feb 14
0
Proposed speedup of spec.pgram from spectrum.R
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
2007 Nov 13
1
Discrimination of almost-random time series
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
2007 Nov 25
1
spec.pgram() - circularity of kernel
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)
2007 Nov 21
1
Different freq returned by spec.ar() and spec.pgram()
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
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
2000 Feb 01
1
plotting spectrum of time series etc
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.
1999 Jul 19
9
time series in R
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