You might find breakpoints in strucchange helpful Tom
> -----Original Message----- > From: Dr Carbon [mailto:[EMAIL PROTECTED] > Sent: Thursday, 13 January 2005 6:19 AM > To: [email protected] > Subject: [R] Finding seasonal peaks in a time series.... > > > I have a seasonal time series. I want to calculate the annual mean > value of the time series at its peak > > (say the mean of the three values before the peak, the peak, and the > three values after the peak). > > The peak of the time series might change cycle slightly from > year to year. > > # E.g., > nPts <- 254 > foo <- sin((2 * pi * 1/24) * 1:nPts) > foo <- foo + rnorm(nPts, 0, 0.05) > bar <- ts(foo, start = c(1980,3), frequency = 24) > plot(bar) > start(bar) > end(bar) > > # I want to find the peak value from each year, and then get the mean > of the values on either side. > # So, if the peak value in the year 1981 is > max.in.1981 <- max(window(bar, start = c(1981,1), end = c(1981,24))) > # e.g, cycle 7 or 8 > window(bar, start = c(1981,1), end = c(1981,24)) == max.in.1981 > # E.g. if the highest value in 1981 is in cycle 8 I want > mean.in.1981 <- mean(window(bar, start = c(1981,5), end = c(1981,11))) > plot(bar) > points(ts(mean.in.1981, start = c(1981,8), frequency = 24), col = > "red", pch = "+") > > > Is there a way to "automate" this for each year. > > How can I return the cycle of the max value by year? > > Thanks in advance. -DC > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
