From: Keith Alan Chamberlain <Keith.Chamberlain_at_Colorado.EDU>

Date: Sat, 19 Apr 2008 04:30:49 -0600

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 Sat 19 Apr 2008 - 10:48:30 GMT

Date: Sat, 19 Apr 2008 04:30:49 -0600

e.g.

x<-ts(rnorm(1000, 0,1), frequency=256)

plot(x) ## looks like noise. pgm<-spec.pgram(x, taper=0) ## a flat spectra, white noise fx<-pgm$freq^(-1)+pgm$spec ## apply a function plot(log(fx)~log(pgm$freq)) ## scaling properties x2<-fft(fx, inverse=T) plot(Re(x2)) ## not quite what I intended

. Which, although I get some fantastic looking plots, isn't quite what I anticipated. How do I apply a function or filter in the frequency domain, then inverse transform to the scale of my original time series?

Sincerely,

KeithC.

Psych Undergrad, CU Boulder

RE McNair Scholar [U.S]

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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 Sat 19 Apr 2008 - 10:48:30 GMT

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