[R] Harmonic Regression in R

Gabor Grothendieck ggrothendieck at gmail.com
Sat Jul 8 02:36:45 CEST 2006


I have not seen it myself (I have the first edition which uses FORTRAN)
but I believe the second edition of Peter Bloomfield's book on Fourier
Analysis contains harmonic regression code in S-Plus and that may
work in R.

On 7/7/06, Spencer Graves <spencer.graves at pdf.com> wrote:
>          Since I haven't seen an answer to this, I'll offer a couple of
> comments.  I don't recall having heard the term 'harmonic regression'
> prior to seeing your email, but it sounded interesting, so I did some
> searching.  First, RSiteSearch("harminic regression") produced 7 hits,
> one of which discusses the 'cyclones' package, which may be what you want:
>
> http://finzi.psych.upenn.edu/R/library/cyclones/html/00Index.html
>
>          Second, for the benefit of folks like me who aren't sure of the
> definition, it appears to be linear regression on sines and cosines of
> something like 'time'.  The following link describes how to do this
> using 'lm' in S-Plus or R:
>
> http://www.math.jmu.edu/~tomitayx/math328/Ch6SlideD.pdf
>
>          Hope this helps.
>          Spencer Graves
>
> Airon Yiu wrote:
> > Dear all:
> >
> >   Does anyone has harmonic regresssion analysis package written in R (to be used in Windows platform) ?
> >
> >   Thanks
> >
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