dpssToEigenvalues: Compute eigenvalues for the Discrete Prolate Spheroidal...

In multitaper: Spectral Analysis Tools using the Multitaper Method

Compute eigenvalues for the Discrete Prolate Spheroidal Sequences (dpss)

Description

Compute eigenvalues for the Discrete Prolate Spheroidal Sequences. The method used here is described in Chapter 8 of Percival and Walden (1993).

Usage

dpssToEigenvalues(v, nw)

Arguments

v	A matrix of dpss's, with each column representing a sequence of a different order, 1 to k.
nw	A positive double-precision number, the time-bandwidth parameter.

References

Percival, D.B. and Walden, A.T. (1993) Spectral analysis for physical applications. Cambridge University Press.

Examples

dpss1 <- dpss(10,4,4.0, returnEigenvalues=FALSE)$v
dpssToEigenvalues(dpss1,4.0)

multitaper documentation built on July 26, 2023, 5:32 p.m.