[R] Odp: Help with 'spectrum'

[Petr PIKAL]

Hi

r-help-bounces at r-project.org napsal dne 09.09.2008 18:44:34:

> For the command 'spectrum' I read:
> 
> The spectrum here is defined with scaling 1/frequency(x), following 
S-PLUS. 
> This makes the spectral density a density over the range 
(-frequency(x)/2, 
> +frequency(x)/2], whereas a more common scaling is 2π and range (-0.5, 
0.5] 
> (e.g., Bloomfield) or 1 and range (-π, π]. 
> 
> 
> Forgive my ignorance but I am having a hard time interpreting this. Does 
this 
> mean that in the spectrum output every element of the $spec array is 
scaled by
> 1/frequency(x)? I am having a hard time determing what is meant by 
> 'frequency'.Say I define a time series for a year with samples for every 
day. 
> I input a 'frequency' of 365 (which in my mind is the period). On the 
output 
> of 'spectrum' would this mean that every element of the $spec array is 
scaled 
> by 1/365? There is a corresponding frequency array on the output from 
> 'spectrum'. If the frequency is 365 and an element in the frequency 
array 
> output from 'spectrum' is .1 am I to assume that the period is 36.5 and 
a 
> corresponding sin wave would be sin(2 * pi * 36.5/365)?

Well, although I am not an expert in this matter I try to explain my 
humble understanding of spectrum results.

sss<-spectrum(sunspots)
sss$freq[which.max(sss$spec)]
[1] 0.09166667
1/sss$freq[which.max(sss$spec)]
[1] 10.90909

you can see that maximum of spec value is for this time series at freq 
0.09 and 1/0.09 is almost eleven. Knowing that sunspots have periodicity 
11 years I assume that for each series I can get an information about its 
periodicity by 1/freq. E.g. if your series is days 1/freq means period in 
days.

Regards
Petr

> 
> Thank you in advance for helping me clear up some confusion.
> 
> Kevin
> 
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