Calculate periodogram — cspgram • spectr

Calculate periodogram for a time-course using Lomb-Scargle, fast Fourier transform, or selected version of chi-square. The spectr function is a wrapper for the various methods. lspgram is in turn a wrapper for lomb::lsp(), and fftpgram a wrapper for stats::spec.pgram(). Among the versions of chi-square, it is highly recommended to use greedy, which has lower bias than standard and lower variance than conservative.

cspgram(
  x,
  deltat,
  periodRange = c(18, 32),
  method = c("greedy", "conservative", "standard"),
  na.action = imputeTS::na_ma,
  dopar = FALSE
)

fftpgram(
  x,
  deltat,
  periodRange = c(18, 32),
  pad = 50,
  na.action = imputeTS::na_ma,
  ...
)

lspgram(x, deltat, time, periodRange = c(18, 32), ofac = 50)

spectr(
  x,
  deltat,
  time,
  periodRange = c(18, 32),
  method = c("greedy_chisq", "conservative_chisq", "standard_chisq", "lombscargle",
    "fft"),
  ofac = 50,
  pad = 50,
  na.action = imputeTS::na_ma,
  dopar = FALSE,
  ...
)

Arguments

x	Numeric vector of measurements.
deltat	Numeric value of the interval between time-points.
periodRange	Numeric vector of the minimum and maximum values of the period to consider, in the same units as `deltat` or `time`.
method	Character indicating which method to use. Can be an unambiguous substring of the full name.
na.action	Function specifying how to handle `NA` values in `x`. Default is `imputeTS::na_ma()`, which imputes missing values by weighted moving average. Ignored for Lomb-Scargle.
dopar	Logical indicating whether to run calculations in parallel if a parallel backend is already set up, e.g., using `doParallel::registerDoParallel()`. Only used for chi-square.
pad	Numeric value of the proportion of the length of `x` by which to pad `x` with zeros. Must be > 0. Only used for FFT.
...	Other arguments passed to `stats::spec.pgram()` for FFT.
time	Numeric vector of time-points. Can be specified instead of `deltat` for Lomb-Scargle.
ofac	Integer value of the oversampling factor. Must be >= 1. Only used for Lomb-Scargle.

Value

A data.table with various columns depending on the method. For any version of chi-square, columns will be period, chisq, df, and log_pval. The log p-value is more reliable than the p-value, since R has finite precision, so p-values less than about 5e-324 would be set to 0. For Lomb-Scargle and FFT, columns will be period and power.

Examples

library('data.table')

set.seed(1789)
deltat = 0.1
tau = 25
tt = seq(0, 24 * 3, deltat)
x = 3 * sin(tt / tau * 2 * pi) + rnorm(length(tt))

specCsp = spectr(x, deltat, method = 'greedy')
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo 
peakCsp = specCsp[which.min(log_pval)]

specLsp = spectr(x, deltat, method = 'lomb')
peakLsp = specLsp[which.max(power)]

specFft = spectr(x, deltat, method = 'fft')
peakFft = specFft[which.max(power)]