wiener1 {RTisean} | R Documentation |
Tools for producing the periodogram from a time series and generating a filtered sequence.
wiener1(series, f, w, l, x = 0, c = 1) wiener2(series, f, w, o, l, x = 0, c = 1)
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. |
wiener1
produces the periodogram matrix, wiener2
generates the filtered time series.
## 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)