After extensive research I found some information hinting at my freq array
being wrong. I thought that the data spanned -F/2 to F/2. It seems that I
should only plot the first half of the fft vector? Can anyone confirm or
shed some light on this?
One other thing I thought the magnitude should be
why not try spectrum (power spectrum)
spectrum(y, log="no")
the major spike is at 0.1 and 1/0.1 = 10Hz
On Wed, Sep 16, 2009 at 12:13 PM, delic wrote:
>
> I wrote a script that I anticipating seeing a spike at 10Hz with the
> function 10* sin(2*pi*10*t).
> I can't figure out why my plots do not
I wrote a script that I anticipating seeing a spike at 10Hz with the
function 10* sin(2*pi*10*t).
I can't figure out why my plots do not show spikes at the frequencies I
expect. Am I doing something wrong or is my expectations wrong?
require(stats)
layout(matrix(c(1,2,3), 3, 1, byrow = TRUE))
neat. I learn something everyday
On Mon, Nov 3, 2008 at 11:01 AM, Claudia Beleites <[EMAIL PROTECTED]> wrote:
>> Try http://finzi.psych.upenn.edu/R/library/nlts/html/spec.lomb.html or
>> http://finzi.psych.upenn.edu/R/library/cts/html/spec.ls.html (do
>> RSiteSearch("Lomb periodogram") --
>> the
> Try http://finzi.psych.upenn.edu/R/library/nlts/html/spec.lomb.html or
> http://finzi.psych.upenn.edu/R/library/cts/html/spec.ls.html (do
> RSiteSearch("Lomb periodogram") --
> the Lomb periodogram does a discrete (although not fast) Fourier
> transform of unevenly sampled (1D/time-series) data
> Claudia Beleites units.it> wrote:
> > Searching for discrete fourier transform I found lots of information and
> > functions - but I didn't see anything that just works
> > with irregularly spaced
> > signals: all functions I found take only the signal, not its x-axis.
> >
> > Where should I l
You need to decide how you are going to interpolate the values. Look
at the zoo package- na.approx() . spectrum() take the x axis and
produces a power spectrum vs. cycles/time. you may interpret this
however it makes ssnse- if it makes sense.
On Mon, Nov 3, 2008 at 4:23 AM, Claudia Beleites <[
Dear all,
I work with (vibrational) spectra: some kind of intensity (I) over frequency
(nu), wavelength or the like.
I want to do fourier transform for interpolation, smoothing, etc.
My problem is that the spectra are often irregularly spaced in nu: the
difference between 2 neighbouring nu var
Hello,
I have a series and I need to run a Fourier Transform for that series.
I have done that using the function fft from stats package.
However I am not sure whether the result I am getting is correct or not. Seems
that the first value of the Fourier Transform list is the sum of all elements
-Original Message-
From: [EMAIL PROTECTED] on behalf of Neil Gupta
Sent: Thu 6/5/2008 15:21
To: R-help@r-project.org
Subject: [R] Fourier Transform
Hello All,
I wanted to perform a fourier transform on high frequency financial data. I
have searched and have not found much on this topic
If you want power spectral density then spec.pgram() and a wrapper to this
spectrum should do the trick (MASS which is a part of R base I think)
add the argument log="no" if you don't want to see the power on a log scale
also remember that the smoothed periodogram is a consitent estimator of the
sp
Hello All,
I wanted to perform a fourier transform on high frequency financial data. I
have searched and have not found much on this topic for R. I was wondering
if anyone has used any libraries for it or have come across any papers I may
read.
Many Thanks,
Neil Gupta
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