Re: [R] squared coherency and cross-spectrum
Thanks for the information. I tried to use coherency to look at correlations of two time series at different time scales. More specifically, on what time scale, my model predictions are more coherent with the observed values. Ling Spencer Graves wrote: I haven't seen a reply, so I will comment even though I've never used coherency / coherence nor spectrum. RSiteSearch(coherence) produced 13 hits, the third of which looked like it might be relevant to your question (http://finzi.psych.upenn.edu/R/Rhelp02a/archive/37640.html). RSiteSearch(coherency) produced 12 hits, at least some of which look like they might help you. In my cursory review, it looked like at least one of the coherence / coherency hits also mentioned the co-spectrum. Whether that's true or not, the examples with ?spectrum includes the statement, for multivariate examples see the help for spec.pgram. If you still have a question for this listserve after reviewing these references, PLEASE do read the posting guide! 'www.R-project.org/posting-guide.html'. I believe that people who follow more closely that posting guide tend to receive quicker, more useful answers than those who don't. I hope you won't mind if I now ask you a question: What can you get from coherency and co-spectrum that you can't get as easily from autocorrelation and partial autocorrelation functions, including the cross-correlations? hope this helps. spencer graves Ling Jin wrote: Hi All, I have two time series, each has length 354. I tried to calculate the coherency^2 between them, but the value I got is always 1. On a website, it says: Note that if the ensemble averaging were to be omitted, the coherency (squared) would be 1, independent of the data. Does any of you know how to specify properly in R in order to get more useful coherency? The examples in the help do give coherencies that are not 1s, but I did not notice any special specification. Next question is on co-spectrum. When I supply spectrum function with multiple time series, it only gives me spectrum (smoothed periodogram) of individual time series. Is there any way I can get the cross-spectrum? I believe R has calculated it, but I could not find in the returned values. Attached is the smoothed periodogram of the two time series. Thanks a lot! Ling __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] squared coherency and cross-spectrum
Hi All, I have two time series, each has length 354. I tried to calculate the coherency^2 between them, but the value I got is always 1. On a website, it says: Note that if the ensemble averaging were to be omitted, the coherency (squared) would be 1, independent of the data. Does any of you know how to specify properly in R in order to get more useful coherency? The examples in the help do give coherencies that are not 1s, but I did not notice any special specification. Next question is on co-spectrum. When I supply spectrum function with multiple time series, it only gives me spectrum (smoothed periodogram) of individual time series. Is there any way I can get the cross-spectrum? I believe R has calculated it, but I could not find in the returned values. Attached is the smoothed periodogram of the two time series. Thanks a lot! Ling __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] cospectrum
Hi, Does anyone know which function in R can compute cross-spectrum of two time series, and what lib is needed? I found ccf, which only gives cross-correlation. I need to carry that further by doing a Fourier transform. Thanks, Ling __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] merge
Hi all, I have two data frames to merge by a column containing the site names (as characters). However, somehow, one of the site names of one data frame have fixed length, say 8, so the names sometimes have spaces at the end. For example, the site name is ST, but in one data frame, it is ST. Therefore, the merge function won't recognize that ST and STare the same, so won't merge accordingly. Is there a easy way to deal with it? Or I should do something during data import? (BTW, I imported the data using read.csv) Thanks! Ling __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] How to sort a dataset by one column?
I understand how to sort a vector, but I could not find how to sort a data frame or matrix by one variable (column). Could you give me some examples? Thanks! Ling __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] How to read an excel data into R?
Hi all, Does anybody know the easiest way to import excel data into R? I copied and pasted the excel data into a txt file, and tried read.table, but R reported that Error in read.table(data_support.txt, sep = , header = T) : more columns than column names Thanks! Ling __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
