[R] Cycle Regression Analysis in R?

[roger koenker]

Peter Bloomfield's Fourier Analysis of Time Series is a good
reference for this sort of thing...


On Jan 10, 2008, at 5:25 PM, Gabor Grothendieck wrote:

> To do it from first principles using nonlinear optimization see:
> http://finzi.psych.upenn.edu/R/Rhelp02a/archive/20100.html
>
> On Jan 10, 2008 5:27 PM, Carson Farmer <cfarmer at uvic.ca> wrote:
>> Hello R community,
>>
>> Does anyone know of a package that will perform cycle regression
>> analysis? I have searched the R-help archives etc. but have come up  
>> with
>> nothing so far.
>> If I am unable to find an existing R package to do so, is there  
>> anyone
>> familiar with fitting sine functions to data.  My problem is this:
>> I have a long time-series of daily SWE estimates (SWE = snow water
>> equivalence, or the amount of water stored in a snowpack) which  
>> follows
>> a sinusoidal pattern, and I need to estimate the parameters of the  
>> sine
>> function that best fits this data. While there may be many  
>> contributing
>> sine functions and/or linear trends, I am only interested in a single
>> sine function that most closely fits the data (trends can be removed
>> separately if need be).  Perhaps some sort of non-linear least  
>> squares
>> method would be best?
>>
>> Any help, or suggestions to get me on the right track are greatly
>> appreciated.
>>
>> Carson
>>
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>
> ______________________________________________
> R-help at r-project.org mailing list
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.