estimateTt: Estimate the sinusoidal components in a time series.

In wesleyburr/tsinterp: Time Series Interpolation

Estimate the sinusoidal components in a time series.

Description

This function estimates sinusoidal components in a time series using the multitaper method.

Usage

estimateTt(x, epsilon, dT, nw, k, sigClip, progress = FALSE, freqIn = NULL)

Arguments

x	The input time series.
epsilon	A tolerance for peak estimation convergence.
dT	The time interval between data points.
nw	The time-half bandwidth parameter for multitaper.
k	The number of tapers.
sigClip	Significance level for peak detection.
progress	If TRUE, show progress information.
freqIn	A pre-defined set of frequencies (optional).

Details

The function follows these algorithmic steps: 1. Spectrum/F-test pilot estimate using the multitaper method. 2. Estimation of significant peaks based on the significance level (sigClip). 3. Refinement of peak locations by eliminating duplicates and optimizing peak frequencies. 4. Estimation of phase and amplitude by inverting the spectrum (line component removal).

Value

A matrix containing sinusoidal components.

Examples

estimateTt(x, epsilon = 1e-10, dT = 0.01, nw = 4, k = 5, sigClip = 0.05)

wesleyburr/tsinterp documentation built on Jan. 28, 2024, 11:16 a.m.