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cspec: Complete Discrete Fourier Transform (DFT) and Periodogram
Calculate the predictive discrete Fourier transform, complete discrete Fourier transform, complete periodogram, and tapered complete periodogram. This algorithm is based on the preprint "Spectral methods for small sample time series: A complete periodogram approach" (2020) by Sourav Das, Suhasini Subba Rao, and Junho Yang.
Getting started
Browse package contents
Package details |
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| Author | Junho Yang |
| Maintainer | Junho Yang <junhoyang@stat.tamu.edu> |
| License | GPL-2 |
| Version | 0.1.2 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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