psd: Adaptive, Sine-Multitaper Power Spectral Density Estimation
Version 1.0-1

Produces power spectral density estimates through iterative refinement of the optimal number of sine-tapers at each frequency. This optimization procedure is based on the method of Riedel and Sidorenko (1995), which minimizes the Mean Square Error (sum of variance and bias) at each frequency, but modified for computational stability.

Package details

AuthorAndrew J. Barbour and Robert L. Parker, with contributions from David Myer
Date of publication2015-03-22 18:37:50
MaintainerAndrew J. Barbour <andy.barbour@gmail.com>
LicenseGPL (>= 2)
Version1.0-1
URL https://github.com/abarbour/psd Barbour and Parker (2014): http://dx.doi.org/10.1016/j.cageo.2013.09.015 Riedel and Sidorenko (1995): http://dx.doi.org/10.1109/78.365298
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("psd")

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psd documentation built on May 30, 2017, 5:46 a.m.