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

Package details

AuthorJunho Yang
MaintainerJunho Yang <junhoyang@stat.tamu.edu>
Package repositoryView on CRAN
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cspec documentation built on July 2, 2020, 2:37 a.m.