calcFrequency: Estimate the frequency of a periodic signal

In spectral.methods: Singular Spectrum Analysis (SSA) Tools for Time Series Analysis

Description

Function to estimate the "dominant" frequency of a periodic time series signal.

Usage

calcFrequency(series, plot.periodogram = FALSE)

Arguments

series	numeric vector: input vector (time series)
plot.periodogram	logical: whether to plot a periodogram

Details

This function uses Fourier decomposition to determine the 'major' frequency of a time series. Technically this is the frequency of the Fourier component with the highest variance. The function is used by filterTSeriesSSA to determine the frequencies of the individual SSA components.

Value

Frequency of the Fourier component with the highest variance [1/time steps]

Author(s)

Jannis v. Buttlar

See Also

fft,filterTSeriesSSA

spectral.methods documentation built on May 1, 2019, 6:36 p.m.