| Library: | math |
| See also: | Fouriertrans FDApca |
| Quantlet: | Fouriereval | |
| Description: | Evaluates the basis functions of fourier series based on the period and the grid points, where the functions are evaluated. |
| Usage: | phi = Fouriereval(nbasis,nresol,period) | |
| Input: | ||
| nbasis | scalar, the number of basis functions | |
| nresol | scalar, the number of points where the basis functions are evaluated | |
| period | scalar, the period based on the grid points for original data | |
| Output: | ||
| phi | K x G matrix, the evaluated basis functions, where K is the number of basis functions and G the number of grid points for evaluation | |
library("math")
library("plot")
K=31 ; number of basis functions in algorithm
nresol=100 ; number of grid points
period=365 ; period
x = Fouriereval(K,nresol,period)
grid = 2*pi *(1:100) / 100
line(grid ~(x[2,]'), grid ~(x[3,]'))
Produces basis functions evaluated by using Fourier series. Plot shows the second and third basis function.