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rfunctionperiod

Calc period of function in R

There is any R packages for calculation period of some function? I am looking for r-function like this:

x <- seq(0, 50, by = 0.05)
y <- sin(x)
p <- calcPeriod(x, y) # result = 2pi
Solution

  • I think you are looking for something along the lines of a Fast Fourier Transform. I'm no expert, but I think you can do something along the lines of the following:

    x <- seq(0, 50, by = 0.05)
y <- sin(x)

calcPeriod <- function(x, y){
    incr <- x[2] - x[1]
    tmp <- spectrum(y, plot=FALSE)
    p <- (1/tmp$freq*incr)[which.max(tmp$spec)] # max of spectrum
    p
}

calcPeriod(x,y) # equals 6.4

    The function spectrumis actually a wrapper function for spec.pgram and spec.ar. Use with caution since the calcPeriodfunction is actually only identifying the maximum periodicity. For unevenly sampled series, a least-squares specrtal analysis would also identify the dominant periodicity (example link).