Vector Function Discrete Fourier

Takes a numeric vector or date and will return a vector of one of the following:

• "sin"

• "cos"

• "sincos" This will do value = sin(x) * cos(x) When either of these values falls below zero, then zero else one

Usage

hai_fourier_discrete_vec(
  .x,
  .period,
  .order,
  .scale_type = c("sin", "cos", "sincos")
)

Arguments

.x

A numeric vector

.period

The number of observations that complete a cycle

.order

The fourier term order

.scale_type

A character of one of the following: "sin","cos","sincos"

Value

A numeric vector of 1's and 0's

Details

Takes a numeric vector or date and will return a vector of one of the following:

• "sin"

• "cos"

• "sincos"

The internal caluclation is straightforward:

• sin = sin(2 * pi * h * x), where h = .order/.period

• cos = cos(2 * pi * h * x), where h = .order/.period

• sincos = sin(2 * pi * h * x) * cos(2 * pi * h * x) where h = .order/.period

This function can be used on its own. It is also the basis for the function hai_fourier_discrete_augment().

See also

Other Vector Function: hai_fourier_vec(), hai_hyperbolic_vec(), hai_kurtosis_vec(), hai_scale_zero_one_vec(), hai_scale_zscore_vec(), hai_skewness_vec(), hai_winsorized_move_vec(), hai_winsorized_truncate_vec()

Author

Steven P. Sanderson II, MPH

Examples

suppressPackageStartupMessages(library(dplyr))

len_out <- 24
by_unit <- "month"
start_date <- as.Date("2021-01-01")

data_tbl <- tibble(
  date_col = seq.Date(from = start_date, length.out = len_out, by = by_unit),
  a = rnorm(len_out),
  b = runif(len_out)
)

vec_1 <- hai_fourier_discrete_vec(data_tbl$a, .period = 12, .order = 1, .scale_type = "sin")
vec_2 <- hai_fourier_discrete_vec(data_tbl$a, .period = 12, .order = 1, .scale_type = "cos")
vec_3 <- hai_fourier_discrete_vec(data_tbl$a, .period = 12, .order = 1, .scale_type = "sincos")

plot(data_tbl$b)
lines(vec_1, col = "blue")
lines(vec_2, col = "red")
lines(vec_3, col = "green")