R/peri.R

In season: Seasonal Analysis of Health Data

# Calculates the periodogram


#' Periodogram
#' 
#' Estimated periodogram using the fast Fourier transform (\code{fft}).
#' 
#' 
#' @param data a data frame.
#' @param adjmean subtract the mean from the series before calculating the
#' periodogram (default=TRUE).
#' @param plot plot the estimated periodogram (default=TRUE).
#' @return \item{peri}{periodogram, I(\eqn{\omega}).} \item{f}{frequencies in
#' radians, \eqn{\omega}.} \item{c}{frequencies in cycles of time,
#' \eqn{2\pi/\omega}.} \item{amp}{amplitude periodogram.} \item{phase}{phase
#' periodogram.}
#' @author Adrian Barnett \email{a.barnett@qut.edu.au}
#' @examples
#' \donttest{
#' data(CVD)
#' p = peri(CVD$cvd)
#' }
#' 
#' @export peri
'peri'<-function(data,adjmean=TRUE,plot=TRUE){
  
  xaxis <- yaxis <- NULL # Setting some variables to NULL first (for R CMD check)
  
  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){
    to.plot.one=data.frame(xaxis=f,yaxis=peri,type='Radians')
    to.plot.two=data.frame(xaxis=c[2:nfft],yaxis=peri[2:nfft],type='Cycles')
    to.plot=rbind(to.plot.one,to.plot.two)
    gplot = ggplot(to.plot, aes(xaxis, yaxis,ymin=0,ymax=yaxis)) +
            geom_linerange()+
            theme_bw()+
            xlab('Frequency in radians or cycles') +        
            ylab('Periodogram') +        
            facet_wrap(~ type,scales='free_x')
    print(gplot)
  }
# return  
  return(list(peri=peri,f=f,c=c,amp=amp,phase=phase))
}