[R] Lomb periodograms

Garcia Carreras, Bernardo bernardo.garcia-carreras08 at imperial.ac.uk
Tue Mar 31 18:33:57 CEST 2009


Hi,

I have recently used the CTS package in order to use the Lomb-Scargle periodogram (spec.ls) function. I have noticed an issue that I hoped you may be able to explain. If a regularly spaced time series has two points removed, one at either side of a single data point (thus making an irregularly spaced time series), a spectrum with a very large peak at the highest frequencies is produced. An example of this is shown below:
	
a <- runif(100)
x <- 1:length(a)

a <- a[-c(4,6)]
x <- x[-c(4,6)]

spec.ls(x=x, y=a, fast=FALSE, taper=0)

Does anyone know why this is? Thank you very much in advance for any help you can give me with this issue.

Best regards,

Bernardo




More information about the R-help mailing list