hilbert: Hilbert transform

In jrevenaugh/TSAUMN: Time Series Analysis Tools Used in ESCI5201 at the University of Minnesota

Description

Compute hilbert transform using FFT

Usage

hilbert(s)

Arguments

s	vector of timeseries samples or ts object. NA values are not allowed.

Value

Complex valued hilbert transform of x.

Examples

s <- sin( 2 * pi * 1:256 * 0.05 )
H <- hilbert( s )
plot( Re( H ), xlab = "Time", ylab = NULL, type = "l", ylim = c( -1.1, 1.1 ) )
lines( Im( H ), col = "red" )

jrevenaugh/TSAUMN documentation built on Nov. 8, 2019, 2:20 p.m.