From: David Stoffer <dsstoffer_at_gmail.com>

Date: Thu, 05 Jun 2008 18:40:03 -0700 (PDT)

The power of accurate observation is commonly called cynicism by those who have not got it. George Bernard Shaw

Date: Thu, 05 Jun 2008 18:40:03 -0700 (PDT)

help(spec.pgram) - then look at the examples at the bottom of the page

Dylan Beaudette-3 wrote:

*>
**> 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_at_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.
**>
**>
*

The power of accurate observation is commonly called cynicism by those who have not got it. George Bernard Shaw

-- View this message in context: http://www.nabble.com/estimate-phase-shift-between-two-signals-tp17653636p17682957.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help_at_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.Received on Fri 06 Jun 2008 - 02:16:27 GMT

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