Search for periodic signals in noisy time series using Fourier methods
spritzer is a set of R functions developed for detecting strictly or nearly periodic signals in time series dominated by red noise. It is based on code developed and used in
A Bayesian test for periodic signals in red noise Vaughan S., 2010, MNRAS, 402, 307
The name SPRITZER is a blend of the words Strictly Periodic Tester.
spritzer is an R package, but is still in development. To set up from GitHub first install Hadley Wickham's devtools.
Now you can install straight from GitHub:
It requires the mnormt package. If you don't already have this, you will also need to install it locally:
and you're good to go.
Given a data array (or data.frame) as input, containing the time series data in columns (e.g. t, y, dy [optional])
result <- spritz(mrk766)
Spritzer works best if the input time series is regularly sampled, with no gaps, and is a realisation of a red noise process (with a smooth, steep power spectrum), which might contain an additional strictly periodic component. See my 2010 paper for more details.
Lots to do before this is finished.
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