[R] calculate phase/amplitude of fourier transform function in R

sammyny sjain at caa.columbia.edu
Sun Feb 13 02:47:56 CET 2011


I did a fourier transform on a function in time domain to get the following
functions in frequency domain (in latex):

$Y_1[\omega] = \frac{1}{1-\phi_1 e^{-jw}}$

$Y_2[\omega] = \frac{1}{1-(\phi_1 + \phi_2)e^{-jw} +\phi_1\phi_2e^{-2jw}}$

How do I find the spectrum of this function for given $\phi_1$ and $\phi_2$
coefficients and in the discretization interval $w = [-\pi:.1*\pi: \pi]$?
Then, how do I find the 'magnitude' of spectrum and 'phase' of spectrum in
R?

Is there an existing package/function in R? An example would be very
helpful.

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