Calculate quantiles combined with relative spectral power in fixed frequency bands

Computes 101 quantiles (0 to 1 in steps of 0.01, by default) together with the 100 relative band powers of fft_features (and, with phase = TRUE, their phases).

Usage

fftquantiles(y, quantiles = seq(0, 1, by = 0.01), squared, phase = FALSE)

Arguments

y

numeric vector of values

quantiles

numeric vector of quantiles to calculate. Defaults to seq(0, 1, by = 0.01)

squared

Deprecated and ignored: the spectral features are relative power, so there is no magnitude/squared-magnitude choice

phase

Boolean specifying whether to also return each band's phase as its cosine and sine (see fft_features). Only meaningful when the series share a time origin. Defaults to FALSE

Value

data.frame of results

Author

Trent Henderson