#Here we see how the EMD produces a dyadic filter bank for uniform random noise
#The frequency distributions of all but the first IMF display a Chi-Square distribution
#See Huang, N. E. & Wu, Z.
#A review on Hilbert-Huang Transform: Method and its applications to geophysical studies.
#Reviews of Geophysics, 2008, 46, RG2006
#The EMD of this signal may take a couple of minutes to run
set.seed(628)
sig <- runif(10000)
tt <- seq_len(length(sig)) * 0.01
## Not run: emd.result <- Sig2IMF(sig, tt)
dfreq <- 0.1
## Not run: hspec <- HHSpectrum(emd.result, dfreq)
## Not run: HHSpecPlot(hspec, show.imfs = TRUE,
# imf.list = 1:10, show.total = TRUE, scaling = "sqrt",
# imf.lwd = rep(2, 10), total.lty = 3)## End(Not run)
Run the code above in your browser using DataLab