Hi, Are there any functions in R that could be used to estimate the phase-shift between two semi-sinusoidal vectors? Here is what I have tried so far, using the spectrum() function -- possibly incorrectly:
# generate some fake data, normalized to unit circle x <- jitter(seq(-2*pi, 2*pi, by=0.1), amount=pi/8) # functions defining two out-of-phase phenomena f1 <- function(x) jitter(sin(x), amount=0.25) f2 <- function(x, a) jitter(sin(x + a), amount=0.25) # compute y-values # we are setting the phase shift arbitrarily s <- pi/1.5632198 y1 <- f1(x) y2 <- f2(x, s) # plot: plot(x, y1, type='p', col='red', cex=0.5) lines(lowess(x, y1, f=0.25), col='red') points(x, y2, col='blue', cex=0.5) lines(lowess(x, y2, f=0.25), col='blue') # generate time series object comb.ts <- ts(matrix(c(y1, y2), ncol=2)) # multivariate spectral decomposition spec <- spectrum(comb.ts, detrend=FALSE) # but how to interpret the phase estimate? mean(spec$phase) the mean 'phase' as returned from spectrum() does not seem to match the value used to generate the data... Am I mis-interpreting the use or output from spectrum() here? If so, is there a general procedure for estimating a phase-shift between two noisy signals? Would I first have to fit a smooth function in order to solve this analytically? Thanks in advance, -- Dylan Beaudette Soil Resource Laboratory http://casoilresource.lawr.ucdavis.edu/ University of California at Davis 530.754.7341 ______________________________________________ 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.
