spectral analysis

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spectral analysis

cassie jones
Hi all,

I am trying to do spectral analysis of a time series data. But I am not sure
how to do it. Can anyone tell me if there are any package I can use to do
the analysis using fast fourier transform?

Thanks in advance.


Cassie

        [[alternative HTML version deleted]]

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Odp: spectral analysis

PIKAL Petr
Hi

 
> Hi all,
>
> I am trying to do spectral analysis of a time series data. But I am not
sure
> how to do it. Can anyone tell me if there are any package I can use to
do
> the analysis using fast fourier transform?

Maybe ?fft or ?spectrum

Regards
Petr

>
> Thanks in advance.
>
>
> Cassie
>
>    [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] 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.

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Re: spectral analysis

cassie jones
Is there anything in R similar to spectogram command in matlab?

On Tue, Aug 23, 2011 at 10:20 AM, Petr PIKAL <[hidden email]> wrote:

> Hi
>
>
> > Hi all,
> >
> > I am trying to do spectral analysis of a time series data. But I am not
> sure
> > how to do it. Can anyone tell me if there are any package I can use to
> do
> > the analysis using fast fourier transform?
>
> Maybe ?fft or ?spectrum
>
> Regards
> Petr
>
> >
> > Thanks in advance.
> >
> >
> > Cassie
> >
> >    [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > [hidden email] 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.
>
>

        [[alternative HTML version deleted]]

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Re: spectral analysis

bbolker
cassie jones <cassiejones26 <at> gmail.com> writes:

> Is there anything in R similar to spectogram command in matlab?

  Don't know what it does, perhaps you could tell us, but:
have you *looked* at example("spectrum") ... ?

  Ben Bolker

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Re: spectral analysis

PIKAL Petr
In reply to this post by cassie jones
>
> Is there anything in R similar to spectogram command in matlab?

As I do not use matlab I can not know what spectogram does.

What is wrong with fft or spectrum functions?

Regards
Petr


> On Tue, Aug 23, 2011 at 10:20 AM, Petr PIKAL <[hidden email]>
wrote:
> Hi
>
>
> > Hi all,
> >
> > I am trying to do spectral analysis of a time series data. But I am
not
> sure
> > how to do it. Can anyone tell me if there are any package I can use to
> do
> > the analysis using fast fourier transform?

> Maybe ?fft or ?spectrum
>
> Regards
> Petr
>
> >
> > Thanks in advance.
> >
> >
> > Cassie
> >
> >    [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > [hidden email] 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.

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gofCopula() function

Deniz SIGIRLI
In reply to this post by PIKAL Petr

Hi all,
I'm trying to use gofCopula() function in copula package. But I'm always (trying different data sets) getting the same p value for Cramer-von Mises statistic. I'm using:
g<-gumbelCopula(1.653, dim = 2)gofCopula(g, x, N = 1000, method = "itau",simulation = "pb")
c<-claytonCopula(1.306, dim = 2)gofCopula(c, x, N = 1000, method = "itau",simulation = "pb")
The p values are always 0.0004995005. I tried different data sets, but it was the same.  Can anyone tell me what is wrong?


Best regards
Deniz


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> and provide commented, minimal, self-contained, reproducible code.
     
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