Dear Janesh,
Re: > Dear Franklin Bretschneider, > > Thank you so much for your reply and explanation about the filter using the > stats and signal package. > > I decided to opt the filter method in signal package. I have a simple > question about the cut off frequency here. > > I have 30 minute collected tidal data and I want to use the 48 hour low pass > filter to my data to remove the fluctuations and then get only the residuals. > What should be the cutoff frequency in my case ? I have tried to figure out > cut off frequency with the following rationale : . > > The parameters for butter filter are n, Wn and type. In the help, W is > defined as critical frequencies of the filter. W must be a scalar for > low-pass and high-pass filters, and W must be a two-element vector c(low, > high) specifying the lower and upper bands. For digital filters, W must be > between 0 and 1 where 1 is the Nyquist frequency. > > A value of 1 corresponds to half the sampling frequency. In my case the > sampling frequency is 2 hr^-1. Hence a value of 0.01 corresponds to a > frequency cutoff of .01*1 = .01 hr^-1 or 100 hrs time. Using unitary method, > if 100 hours cut off frequency is 0.01 then 48 hours cut off frequency is > 0.01/100*48 = 0.0048 hr^-1 . Is that correct ? > > Thank you so much > > Janesh > With digital filters (called "z-plane" in the signal package), the cut-off frequency must indeed be given as a fraction of the Nyquist freqency. With your tidal data, taken at 2 samples per hour, the nyquist is 1 per hour. So, a cutoff interval of 48 h means a cutoff frequncy of 1/48 f(nyq) , or 0.020833. This must be fed into the butterworth function. Note btw that at the cut-off frequency, the amplitude is still rather high (about 0.707), so the tidal signal (period about 12.5 h) will not be attenuated much. I hope this helps. It's always best to check with a simple example, such as an f= 1/48 sine, which after your filter should be reduced to an amplitude of 0.707). Then check with a simulated tidal signal (say, a sine of about 12:25 h period). With such simple tests, I often find my own programming errors. Best wishes, Franklin -- Franklin Bretschneider -- Dept Biology Kruyt Building W711 Padualaan 8 3584 CH Utrecht The Netherlands [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.