Hello, [...] > ------------------------------ > > Message: 41 > Date: Tue, 9 Sep 2008 9:44:34 -0700 > From: <[EMAIL PROTECTED]> > Subject: [R] Help with 'spectrum' > To: r-help@r-project.org > Message-ID: <[EMAIL PROTECTED]> > Content-Type: text/plain; charset=utf-8 > > For the command 'spectrum' I read: > > The spectrum here is defined with scaling 1/frequency(x), following > S-PLUS. This makes the spectral density a density over the range > (-frequency(x)/2, +frequency(x)/2], whereas a more common scaling is > 2? and range (-0.5, 0.5] (e.g., Bloomfield) or 1 and range (-?, ?]. > > > Forgive my ignorance but I am having a hard time interpreting this. ...
Hehe, better ignore, if it's unclear ;-) The term frequency might be used differently, depending on the context. :) I just want to add a note regarding fft(vect). fft() for example does not scale with 1/n (n is length(vect)). This is, how fft() is used like a continous forier transform. The discrete fourier transform is defined with 1/N (N here is te nmber of samples). This would mean, that fft() even if it is working on discrete data, is calculatd like the classical non-discrete fourier transform. To get a DFT out of fft() one must divide by length of the used vector. On the other hand, fft()'s result is then really rather a FFT than a DFT and therefore the name of that function is good choice, IMHO. But I'm just new to R and there may be more issues that one can think about. spectrum() for me also is new and I didn't looked at it in detail. As far as I understand, the result is divided by a factor also. The R-Help enry for frequency gives:00 "'frequency' returns the number of samples per unit time". Maybe that means 1/N ? But I'm not used to R's timeseries attributes, so I can't give you more help here. BTW: I've bought the book from Venable and Ripley and it's quite good. There you can find many hints. If it is sufficient information to you, I don't know. But it's a good fingerpost I think. Ciao, Oliver ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
