[R] Fourier Transform with irregularly spaced x

Ben Bolker bolker at ufl.edu
Mon Nov 3 15:46:03 CET 2008


> Claudia Beleites <cbeleites <at> units.it> wrote:

> > Searching for discrete fourier transform I found lots of information and
> > functions - but I didn't see anything that just works
> >  with irregularly spaced
> > signals: all functions I found take only the signal, not its x-axis.
> >
> > Where should I look?
> > Or am I lacking some math that tells how to do without the frequency axis?
> >
> > Thanks a lot for your help,


 Try http://finzi.psych.upenn.edu/R/library/nlts/html/spec.lomb.html or
http://finzi.psych.upenn.edu/R/library/cts/html/spec.ls.html (do
RSiteSearch("Lomb periodogram")  --
the Lomb periodogram does a discrete (although not fast) Fourier
transform of unevenly sampled (1D/time-series) data, accounting for
the sampling distribution of points (which will the bias the results
if you try to do a naive Fourier sum).

   cheers
     Ben Bolker



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