[R] Spectral analysis

Rogerio Porto rdporto1 at terra.com.br
Thu Jun 7 15:22:34 CEST 2007


David and Ted,

since David asked about wavelets, there are some examples
at the packages Wavethresh and Waveslim that could be useful.

Waveslim deals with time series that are or are not a power of 2,
but must be regularly spaced.

Wavethresh 3 (http://www.maths.bris.ac.uk/~wavethresh/)
has methods to analyze irregular time series, as suggested by Ted
but their length must be a power of 2.

Regards,

Rogerio

---------- Cabeçalho original -----------

De: r-help-bounces at stat.math.ethz.ch
Para: "David LEDU" david.ledu at yahoo.ca
Cópia: r-help at stat.math.ethz.ch
Data: Wed, 06 Jun 2007 22:34:21 +0100 (BST)
Assunto: Re: [R] Spectral analysis

> On 06-Jun-07 20:55:09, David LEDU wrote:
> > Hi all,
> > 
> > I am dealing with paleoceanographic data and I have a C14 time serie
> > and one other variable. I would like to perform a spectral analysis
> > (fft or wavelet) and plot it. Unfortunately I don't know the exact
> > script to do this. Does anybody could send me an example to perform my
> > spectral analysis ?
> > 
> > I Thank you
> > 
> > David
> 
> There are a lot of possible ramifications to your query,
> but for a basic spectral analysis of a series you can use
> the function spectrum() in the "stats" package.
> 
> What is the role of the "other variable"?
> 
> Best wishes,
> Ted.
> 
> --------------------------------------------------------------------
> E-Mail: (Ted Harding) <ted.harding at nessie.mcc.ac.uk>
> Fax-to-email: +44 (0)870 094 0861
> Date: 06-Jun-07                                       Time: 22:34:07
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