wiener1 {RTisean}R Documentation

Wiener filter

Description

Tools for producing the periodogram from a time series and generating a filtered sequence.

Usage

wiener1(series, f, w, l, x = 0, c = 1)
wiener2(series, f, w, o, l, x = 0, c = 1)

Arguments

series a vector or a matrix.
f sampling rate.
w frequency resolution.
o the output of a wiener1 call.
l number of values to be read.
x number of values to be skipped.
c column to be read.

Value

wiener1 produces the periodogram matrix, wiener2 generates the filtered time series.

Examples

## Not run: 

numdata <- 500 
dat <- cos(1:numdata/25)+rnorm(numdata,0,0.1)
periodogramat<- wiener1(dat)
#edit periodogram as desired.
#       clean all but the 4th period:
periodogramat[-4,] <- cbind(periodogramat[-4,1],0) 
filteredat <- wiener2(dat, o=periodogramat)
plot(dat,xlab="Time",t="l",ylab="Cos Data",ylim=c(-1.5,1.2))
lines(filteredat,col=2,lwd=2)
legend(300,-1.2, c("Noisy Data","Filtered Data") ,fill=c(1,2), bty="n")

## End(Not run)

[Package RTisean version 3.0.10 Index]