H {spectral}

The Hilbert transformation

Description

The Hilbert transform is a phase shifter, which represents the complex complement to a real vauled signal. It is calculated in the complex frequency space of the signal by using the Fourier transform. Finally, calculating f = y + i*H(y) gives the analytic signal, with a one sided spectrum. (See analyticFunction)

Usage

H(x)

Arguments

x

real valued time series

Value

A numeric real valued vector is returned