https://github.com/cran/season
Tip revision: 2c210d12a3968c93e922ec61ba016704a7f9668e authored by Adrian Barnett on 03 March 2010, 00:00:00 UTC
version 0.2-4
version 0.2-4
Tip revision: 2c210d1
peri.R
# Calculates the periodogram
'peri'<-function(data,adjmean=TRUE,plot=TRUE){
if(adjmean==TRUE) adjust<-mean(data) else adjust<-0
n<-length(data)
nfft<-(n/2)+1
if (n%%2!=0) {data<-c(data,mean(data))} # taper odd length series with mean of data
first<-fft(data-adjust)/(n/2) # Fast Fourier Transform
realpart<-Re(first[1:nfft])
imagpart<- -Im(first[1:nfft])
peri<-(n/2)*(realpart^2+imagpart^2) # Periodogram
f<-(0:(n/2))*pi*2/n # Frequencies in radians
c<-pi*2/f # Frequencies in cycles
c[1]<-NA
amp<-sqrt(realpart^2+imagpart^2)
phase<-vector(mode="numeric",length=nfft) # phase in scale [0,2pi]
# phase in [0,2pi]
for (j in 2:(nfft-1)){
ph<-atan(imagpart[j]/realpart[j])
if (realpart[j]>=0) {phase[j]<-ph}
if (realpart[j]<0&imagpart[j]>=0) {phase[j]<-ph+pi}
if (realpart[j]<0&imagpart[j]<0) {phase[j]<-ph-pi}
# put in 0 to 2pi range
if (phase[j]<0) { phase[j]<-phase[j]+(2*pi)}
if (phase[j]>(2*pi)) { phase[j]<-phase[j]-(2*pi)}
}
## Plot
if(plot==TRUE){
par(mfrow=c(2,1))
plot(f,peri,ylab='Periodogram',xlab='Frequency (radians)',type='h',xaxp=c(0,pi,4))
plot(c[3:nfft],peri[3:nfft],ylab='Periodogram',xlab='Cycles',type='h')
}
return(list(peri=peri,f=f,c=c,amp=amp,phase=phase))
}