I would appreciate if you share R codes, information, suggestions etc. regarding calculation of area under curve in R for time-series data.
Thanks
Prabhat, you could try summing the area F(t) x dt of every rectangle under the curve, where t = time value and dt = time step. Gianluca
the most basic function is integrate() {stats}. You just specify a function and the integration bounds. It only works for functions with 1 dependent variable. But since you are using time series that will probably work for you.
The help page should give you all the details you need: https://stat.ethz.ch/R-manual/R-devel/library/stats/html/integrate.html
As others pointed out, there are many alternatives, but this one is simplest, i think.
When we have or we define a curve given by y= f(x) on the interval [a,b] for example, we can use the function integrate as follows: integrate(f, a, b)
Agree with Ahmad, see how it works:
> ff=function(x){x^2}
> integrate(ff,0,1)
0.3333333 with absolute error < 3.7e-15
Hi Prabhat, I realize this is a couple years old, but in case you or anyone else is still interested, the package Bolstad2 in R, written by James Curran uses Simpson's rule to calculate the AUC. The number of data points may be even or odd and the intervals along x-axis do not have to be evenly spaced. Check it out :
https://www.rdocumentation.org/packages/Bolstad2/versions/1.0-28/topics/sintegral
- Badges
- Science topic
- Similar topics
- Statistics
- Time Series