sammyny wrote:
I did a fourier transform on a function in time domain to get the following
functions in frequency domain (in latex):
$Y_1[\omega] = \frac{1}{1-\phi_1 e^{-jw}}$
$Y_2[\omega] = \frac{1}{1-(\phi_1 + \phi_2)e^{-jw} +\phi_1\phi_2e^{-2jw}}$
How do I find the spectrum of this function for given $\phi_1$ and $\phi_2$
coefficients and in the discretization interval $w = [-\pi:.1*\pi: \pi]$?
Then, how do I find the 'magnitude' of spectrum and 'phase' of spectrum in
R?
Is there an existing package/function in R? An example would be very
helpful.
Take a look at fft - help(fft) - to know how to get the fourier
transform and complex - help(complex) - to know how to get the magnitude
and phase of complex values. Usually you'll find examples on help pages.
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