At 10:48 PM 3/24/2008, Chistos wrote: >John, > >There is a peak finding algorithm attributed to Prof. Ripley in the R-help >archive. It has a span parameter which might give you something close to >what you seem to be looking for. > >http://finzi.psych.upenn.edu/R/Rhelp02a/archive/33097.html > >-Christos
Finding peaks and valleys has several issues: 1. Impact of noise. 2. Mathematical smoothness of the underlying signal. 3. Boundary conditions at the beginning and end of the data series. 4. Bias from smoothing. If the noise is not too bad, I'd try fitting a smoothing spline, and then use the null derivative points to punctuate the extrema. If the noise is severe, you probably will need some domain knowledge, and will end up with perhaps locally weighted regression, followed by extrema search. For cases where the noise is trivial, the following short function might be useful in picking off peaks (and symmetrically modified, valleys): #findpeaks() #Copyright 2007 by Robert A LaBudde, all rights reserved #find peaks in (x,y) curve findpeaks<- function(x, y) { nx<- length(x) ny<- length(y) if (nx != ny) { print ('>> findpeaks01: x and y must be same length!') stop } ipeak<- NULL xpeak<- NULL ypeak<- NULL yprv<- y[1] for (i in 1:ny) { ynext<- ifelse(i==ny,y[ny],y[i+1]) if(yprv < y[i] & y[i] > ynext) { #found local peak ipeak<- c(ipeak,i) xpeak<- c(xpeak,x[i]) ypeak<- c(ypeak,y[i]) } yprv<- y[i] } return(data.frame(ipeak,x=xpeak,y=ypeak)) } Trivial though it may be, it actually works quite well for its intended purpose. ================================================================ Robert A. LaBudde, PhD, PAS, Dpl. ACAFS e-mail: [EMAIL PROTECTED] Least Cost Formulations, Ltd. URL: http://lcfltd.com/ 824 Timberlake Drive Tel: 757-467-0954 Virginia Beach, VA 23464-3239 Fax: 757-467-2947 "Vere scire est per causas scire" ______________________________________________ R-help@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.