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Hilbert Transform - Phasor Components

Source: R/ta_HT_PHASOR.R
phasor_components.Rd

phasor_components() is a generic S3 function that preserves the input class: data.frame in, data.frame out; matrix in, matrix out.

phasor_components() also accepts a double vector, in which case the indicator is calculated directly without column selection. When the result has a single column it is simplified to a double vector; otherwise the full n by k matrix is returned.

Handling of -values

Leading NAs are always produced for the initial lookback period where insufficient data is available. If the input itself contains NAs they are passed through to the underlying C routine, which can cause the entire output to be filled with NAs. Set na.ignore = TRUE to strip NAs before calculation and re-insert them at their original positions in the output.

Usage

phasor_components(x, cols, na.ignore = FALSE, ...)

Arguments

x

An OHLC-V series coercible to data.frame. Alternatively, x may also be supplied as a double vector.

cols

(formula). An optional 1-variable formula selecting columns from x via model.frame. Defaults to ~close.

na.ignore

(logical). A logical of length 1. FALSE by default. If TRUE, NAs in the input are stripped before calculation and re-inserted at their original positions in the output.

...

Additional parameters passed into model.frame

Value

An object of same class and length of x:

InPhase

double

Quadrature

double

See also

Other Cycle Indicator: dominant_cycle_period(), dominant_cycle_phase(), sine_wave(), trend_cycle_mode()

Author

Serkan Korkmaz

Examples

## load Bitcoin (BTC)
## series
data(BTC, package = "talib")

## calculate the indicator
## for Bitcoin (BTC)
output <- talib::phasor_components(BTC)

## display the results
utils::tail(output)
#>                        InPhase Quadrature
#> 2024-12-26 01:00:00 -5284.6163  3630.8079
#> 2024-12-27 01:00:00 -3858.6432  4546.9577
#> 2024-12-28 01:00:00 -2709.2682  5365.0672
#> 2024-12-29 01:00:00  -192.4646  5614.1970
#> 2024-12-30 01:00:00  2110.0585   958.1654
#> 2024-12-31 01:00:00   517.1769 -4075.9341

## visualize the indicator
## with talib::chart()
##
## see ?talib::chart or ?talib::indicator
## for more details
{
 ## chart OHLC-V
 ## series with talib::chart()
 talib::chart(BTC)

 ## chart indicator
 ## with default values
 talib::indicator(
     talib::phasor_components
 )
}