add periodogram + mfft notebook

R/periodogram.R

+#' Periodogram
+#'
+#' Simple periodogram
+#' @param xdata 
+#' @importFrom stats start
+#' @importFrom stats as.ts
+#' @author Michel Crucifix for the R code
+#
+
+#' @export periodogram
+periodogram <- function(xdata){
+  xdata = stats::as.ts(xdata)
+  dt = deltat(xdata)
+  startx = stats::start(xdata)[1]
+  N <- length(xdata)
+  N2 <- ceiling(N/2)
+  freqs <- ((seq(N)-1)/dt/N)[0:N2]
+  f <-  fft(xdata)[0:N2]
+  Power <- Mod(f)^2
+  Phase <- Arg(f)
+  out <- list(Freq=freqs, Power=Power, Phase=Phase)
+  attr(OUT, "class") = "periodogram"
+  return(OUT)
+}
+
+#' @rdname periodogram
+#' @export
+plot.periodogram <- function(X,...){
+  plot(X$Freq, X$Mod, type='l', log='xy',...)
+}
+