CODEWITHSUNDEEP
rfunctionperiod
AndreyAkinshin
AndreyAkinshin

Reputation: 19021

Calc period of function in R

There is any R packages for calculation period of some function? I am looking for r-function like this:

x <- seq(0, 50, by = 0.05)
y <- sin(x)
p <- calcPeriod(x, y) # result = 2pi

Upvotes: 3

Views: 184

Answers (3)

Carl Witthoft
Carl Witthoft

Reputation: 21502

Paul H.'s answer reminded me that, if you prefer not to deal with Fourier analysis, you could always run nls(y~sin(k*x)) or an enhanced version thereof. This does assume you know in advance there's only one frequency in your data.

I'll put my usual plug here for Eureqa , easily found at Cornell.edu via Google.

Upvotes: 1

Marc in the box
Marc in the box

Reputation: 11995

I think you are looking for something along the lines of a Fast Fourier Transform. I'm no expert, but I think you can do something along the lines of the following:

x <- seq(0, 50, by = 0.05)
y <- sin(x)

calcPeriod <- function(x, y){
    incr <- x[2] - x[1]
    tmp <- spectrum(y, plot=FALSE)
    p <- (1/tmp$freq*incr)[which.max(tmp$spec)] # max of spectrum
    p
}

calcPeriod(x,y) # equals 6.4

The function spectrumis actually a wrapper function for spec.pgram and spec.ar. Use with caution since the calcPeriodfunction is actually only identifying the maximum periodicity. For unevenly sampled series, a least-squares specrtal analysis would also identify the dominant periodicity (example link).

Upvotes: 5

Paul Hiemstra
Paul Hiemstra

Reputation: 60924

I am not aware of such a function myself, but you could use optim to optimize a cost function which takes the period as a parameter. optim would then tweak the period until an optimal fit was acquired. This is not very hard to do, and you can wrap this into a function calcPeriod yourself.

Upvotes: 0

Related Questions