Displaying 20 results from an estimated 300000 matches similar to: "how to compute Autocorrelation function use fft"
2009 Feb 08
1
Help on computing Geary's C statistic to test for Spatial Autocorrelation
Dear Users:
I have been trying to use the geary.test() function in *R*, but am having
slight difficulty understanding how I am to apply it in my context.
I have 2 matrices:
1) *n x p* matrix of *n* observations with *p* measurements each. It may be
noted that this matrix has a spatial dimension to it, as the
*n*observations are at different geographical locations on a map.
2) *n x n* spatial
2008 Jul 06
1
Different Autocorrelation using R and other softwares
Dear All,
Would like to ask the inconsistency in the autocorrelation from R with
SPSS/Minitab. I have tried a dataset x with 20 data (1-20) and ask R to give
the autocorrelation of different lags using the command < acf(x,
lag.max=100, type = "correlation"), However while SPSS and Minitab give the
same answers (0.85 for lag1), R gives 0.3688 which is much smaller.
Obviously, the
2011 Aug 25
1
Autocorrelation using acf
Dear R list
As suggested by Prof Brian Ripley, I have tried to read acf literature. The main problem is I am not the statistician and hence have some problem in understanding the concepts immediately. I came across one literature (http://www.stat.nus.edu.sg/~staxyc/REG32.pdf) on auto-correlation giving the methodology. As per that literature, the auto-correlation is arrived at as per following.
2012 Dec 07
0
fft and wavenumber
Hi
I need to compute the fft of an image A with dimension (Nx,Ny) and are not sure on how to compute the wavenumber.
I have done like that but i am not sure i am computing the wavenumber in the correct way..can someone help?
sara
image.plot(x,y,A)
dx = diff(x)[1]
dy = diff(y)[1]
## This is equivalent to what the matlab fftshift function does
fzs = fft(A)
Fzs = fftshift2D(fzs)/(Nx*Ny);
2011 Aug 24
1
Autocorrelation using library(tseries)
Dear R list
I am trying to understand the auto-correlation concept. Auto-correlation is the self-correlation of random variable X with a certain time lag of say t.
The article "http://www.mit.tut.fi/MIT-3010/luentokalvot/lk10-11/MDA_lecture16_11.pdf" (Page no. 9 and 10) gives the methodology as under.
Suppose you have a time series observations as say
X =
2010 Dec 27
0
Heteroskedasticity and autocorrelation of residuals
Hello everyone,
I'm working on a current linear model Y = a0 + a1* X1 + ... + a7*X7 +
residuals. And I know that this model presents both heteroskedasticity
(tried Breusch-Pagan test and White test) and residuals autocorrelation
(using Durbin Watson test). Ultimately, this model being meant to be used
for predictions, I would like to be able to remove this heteroskedasticity
and residuals
2010 Apr 21
1
Creating artificial environmental landscape with spatial autocorrelation
Dear all:
Does anyone have any suggestions on how to make a spatially explicit landscape with spatial autocorrelation in R? In other words, a landscape where all cells have a spatial reference, and the environment values that are closer in space are more similar (positive spatial autocorrelation).
Thank you,
Laura
2010 May 10
1
R algorithm/package for creating spatial autocorrelation of uniformly distributed landscape values
Dear all:
I would like to create a landscape of environmental values that follow a
uniform frequency distribution and also have spatial autocorrelation in the
landscape. I was wondering if there is an algorithm and/or package out there
that creates autocorrelation of values that are distributed according to a
non-normal frequency distribution.
Any suggestions are greatly appreciated.
Thank you,
2008 Oct 08
0
partial autocorrelation plots ACF type=p
Dear users,
I have two continuous variables which are two different measures taken each
year from 1975 to 2005. I want to see if the two variables are correlated
but need to take into account the fact that they are a time series. I have
been following an example from 'The R Book' where you plot the ACF:
par(mfrow=c(1,1)
acf(cbind(x,y))
and this appeared to work fine, producing four
2008 May 16
1
autocorrelation in nlme; Error: cannot allocate vector of size
Dear R community,
I used a linear mixed model (named lm11) to model daily soil temperature
depending upon vegetation cover and air temperature. I have almost 17,000
observations for six years.
I can not account for autocorrelation in my model, since I receive the error
message after applying the function:
update(lm11, corr=corAR1())
Error: cannot allocate vector of size 220979 Kb
Do
2007 May 14
1
a question about spatial autocorrelation in R
Dear all,
I am currently facing a problem related to the spatial autocorrelation of
a sample of stations; these stations supply weekly data for a fixed
time-window during the year (namely, 4-6 months per year).
For this reason I'm trying to use the R package 'spdep' (specifically
Moran's I) in order to get rid of it.
Does anyone know how is it possible (if it is...) to
2013 Jul 16
1
Query regarding FFT in Opus
Dear Experts,
I want to know if the KISS FFT in opus can be replaced with fast FFT. What
are the implications & things to be taken care if this is done.
Also, I saw in FFT code comments that in-line FFT not supported. Please let
me know the reason for this.
Thanks in advance.
Regards,
Mahantesh
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2008 May 16
1
autocorrelation error: cannot allocate vector of size 220979 Kb
Dear R community,
I used a linear mixed model (named lm11) to model daily soil temperature
depending upon vegetation cover and air temperature. I have almost 17,000
observations for six years.
I can not account for autocorrelation in my model, since I receive the error
message after applying the function:
update(lm11, corr=corAR1())
Error: cannot allocate vector of size 220979 Kb
Do
2008 Oct 16
0
R package: autocorrelation in gamm
Dear users
I am fitting a Generalized Additive Mixed Models (gamm) model to
establish possible relationship between explanatory variables (water
temperature, dissolved oxygen and chlorophyll) and zooplankton data
collected in the inner and outer estuarine waters. I am using monthly
time-series which are auto-correlated.
In the case of the inner waters, I have applied satisfactoryly (by
2009 Jan 21
1
Vector Autocorrelation Function in R?
Hello.
Does anyone know, if there is a function in R to compute the vector autocorrelations?
Thank you in advance.
Regards,
Andreas.
2012 Jan 09
1
Autocorrelation values? How to extract?
Hi,
I am attempting to correct my models p-values due to temporal
autocorrelations. It is not possible to model the correlation, so I have to
make do with the p-value correction. I am feeling a bit thick here....I
cannot get the autocorrelation values. What is the argument?
My aim is to multiply the dependent variable autocorrelation with the
independent variable autocorrelation and then
2008 Jul 04
1
Test for multiple comparisons: Nonlinear model, autocorrelation?
Dear R community,
I have a nonlinear model describing average daily soil temperature. What test should I use to compare differences in soil temperature of the two studied vegetation types depending upon month?
Building linear contrasts for the developed nonlinear model does not help since this model does not include variable “Months” (only “Days”).
1) Just a Student’s test is not probably
2008 Apr 30
2
fft: characteristic function to distribution
The characteristic function is the inverse Fourier transform of the
distribution function. The characteristic function of a normaly
distributed random variable is exp(-t^2/2).
x=seq(-2,2,length=100)
fft(pnorm(x),inverse=T)/length(x)
exp(-x^2/2)
Why aren't the inverse fft and the mentioned function the same?
Thanks for help,
Thomas
2008 May 17
0
autocorrelation in nlme: Error: cannot allocate vector of size 220979 Kb
Dear R community,
Below you may find the details of my model (lm11). I receive the error
message "Error: cannot allocate vector of size 220979 Kb" after
applying the autocorrelation function update(lm11, corr=corAR1()).
lm11<-lme(Soil.temp ~ Veg*M+Veg*year,
data=a,
random = list(Site=pdDiag(~Veg),
Plot=pdDiag(~Veg))
2012 May 29
1
GLMMPQL spatial autocorrelation
Dear all,
I am experiencing problems using the glmmPQL function in the MASS package
(Venables & Ripley 2002) to model binomial data with spatial
autocorrelation.
My question - is the presence of birds affected by various hydrological
parameters?
Presence/absence data were collected from 83 sites and coupled against
hydrological data from the same site. The bird survey sampling effort