diff options
Diffstat (limited to 'R/nonparam.R')
| -rw-r--r-- | R/nonparam.R | 51 |
1 files changed, 37 insertions, 14 deletions
diff --git a/R/nonparam.R b/R/nonparam.R index 3096f3e..6f79ab1 100644 --- a/R/nonparam.R +++ b/R/nonparam.R @@ -246,20 +246,43 @@ mult_ccf <- function(X,Y=NULL,lag.max=30){ #' frf <- etfe(data) #' #' @export -etfe <- function(data){ - temp <- cbind(data$output,data$input) - tempfft <- mvfft(temp)/dim(temp)[1] - freq <- seq(from=1,to=ceiling(dim(tempfft)[1]/2), - by=1)/ceiling(dim(tempfft)[1]/2)*pi/deltat(data) - resp <- comdiv(tempfft[,1],tempfft[,2]) - out <- idfrd(response=resp[1:ceiling(length(resp)/2)],freq=freq, +# etfe <- function(data){ +# temp <- cbind(data$output,data$input) +# tempfft <- mvfft(temp)/dim(temp)[1] +# freq <- seq(from=1,to=ceiling(dim(tempfft)[1]/2), +# by=1)/ceiling(dim(tempfft)[1]/2)*pi/deltat(data) +# resp <- comdiv(tempfft[,1],tempfft[,2]) +# out <- idfrd(response=resp[1:ceiling(length(resp)/2)],freq=freq, +# Ts=data$Ts) +# return(out) +# } +# +# comdiv <- function(z1,z2){ +# mag1 <- Mod(z1);mag2 <- Mod(z2) +# phi1 <- Arg(z1); phi2 <- Arg(z2) +# +# complex(modulus=mag1/mag2,argument=signal::unwrap(phi1-phi2)) +# } +etfe <- function(data,n=128){ + y <- data$output + u <- data$input + N <- dim(data$output)[1] + if(N < n){ + n=N + } + v=seq(1,N,length.out = n) + y_v=y[v] + y_w <- (1/n)*fft(y_v) + if(!is.null(u)){ + u_w <- (1/n)*fft(u[v]) + } + mod_y = Mod(y_w) + mod_u = Mod(u_w) + arg_y = Arg(y_w) + arg_u = Arg(u_w) + G = complex(modulus = mod_y/mod_u, argument = arg_y - arg_u) + frequency <- matrix(seq( 1 , ceiling(n/2) ) * pi / floor(n/2) / samp_period) + out <- idfrd(respData = G[1:ceiling(length(G)/2)],freq=frequency, Ts=data$Ts) return(out) -} - -comdiv <- function(z1,z2){ - mag1 <- Mod(z1);mag2 <- Mod(z2) - phi1 <- Arg(z1); phi2 <- Arg(z2) - - complex(modulus=mag1/mag2,argument=signal::unwrap(phi1-phi2)) }
\ No newline at end of file |