psd: Adaptive, Sine-Multitaper Power Spectral Density Estimation

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.

Install the latest version of this package by entering the following in R:
install.packages("psd")
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
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

View on CRAN

Man pages

as.tapers: Coerce an object into a "tapers" object.

ctap_loess: Taper constraints using loess smoothing

ctap_simple_rcpp: Taper constraints using simple derivatives

hfsnm: Noise levels found in PBO strainmeter data at seismic...

magnet: A single line of Project MAGNET horizontal field intensity

modulo_floor: Nearest value below

parabolic_weights: Calculate parabolic weighting factors.

pgram_compare: Compare multitaper spectrum with cosine-tapered periodogram

pilot_spec: Calculate inital power spectral density estimates

prewhiten: Prepare a series for spectral estimation

psdcore: Multitaper power spectral density estimates of a series

psd-environment: Various environment manipulation functions.

psd-normalization: Normalization of power spectral density estimates.

psd-package: Adaptive power spectral density estimation using optimal sine...

psd-utilities: Various utility functions.

pspectrum: Adaptive sine multitaper power spectral density estimation

rcpp_ctap_simple: c++ implementation of constrain filter

resample_fft_rcpp: Resample an fft using varying numbers of sine tapers

riedsid: Constrained, optimal tapers using the Riedel &...

spec_confint: Confidence intervals for multitaper power spectral density...

spec-methods: Generic methods for objects with class "spec"

spectral_properties: Calculate properties of multitaper power spectral density...

splineGrad: Numerical derivatives of a series based on its smooth-spline...

tapers-constraints: Taper constraint methods

tapers-methods: Generic methods for objects with class "tapers"

Tohoku: Observations of teleseismic strains from the 2011 Tohoku...

Functions

adapt_message Man page
as.data.frame.spec Man page
as.data.frame.tapers Man page
as.list.spec Man page
as.spec Man page
as.spec.amt Man page
as.tapers Man page
colvec Man page
constrain_tapers Man page
constrain_tapers.default Man page
constrain_tapers.tapers Man page
create_poly Man page
ctap_loess Man page
ctap_loess.default Man page
ctap_loess.tapers Man page
ctap_simple Man page
ctap_simple.default Man page
ctap_simple_rcpp Man page
ctap_simple_rcpp.default Man page
ctap_simple_rcpp.tapers Man page
ctap_simple.tapers Man page
data.frame.spec Man page
data.frame.tapers Man page
db Man page
dB Man page
decibels Man page
get_adapt_history Man page
get_psd_env_name Man page
get_psd_env_pointer Man page
hfsnm Man page
is.amt Man page
is.spec Man page
is.tapers Man page
last_psd Man page
lines.spec Man page
lines.tapers Man page
magnet Man page
minspan Man page
minspan.default Man page
minspan.tapers Man page
mod Man page
modulo_floor Man page
na_mat Man page
new_adapt_history Man page
normalization Man page
normalize Man page
normalize.amt Man page
normalize.list Man page
normalize.spec Man page
ones Man page
parabolic_weights Man page
parabolic_weights_fast Man page
parabolic_weights_rcpp Man page
parabolic_weights.tapers Man page
pgram_compare Man page
pgram_compare.amt Man page
pilot_spec Man page
pilot_spec.default Man page
pilot_spectrum Man page
pilot_spec.ts Man page
plot.tapers Man page
points.tapers Man page
prewhiten Man page
prewhiten.default Man page
prewhiten.ts Man page
print.summary.tapers Man page
print.tapers Man page
psd Man page
psdcore Man page
psdcore.default Man page
psdcore.ts Man page
psd_envAssign Man page
psd_envAssignGet Man page
psd_envClear Man page
psd_envGet Man page
psd-environment Man page
psd_envList Man page
psd_envRefresh Man page
psd_envStatus Man page
psd-normalization Man page
psd-package Man page
psd-utilities Man page
pspectrum Man page
pspectrum_basic Man page
pspectrum.default Man page
pspectrum.spec Man page
pspectrum.ts Man page
rcpp_ctap_simple Man page
resample_fft_rcpp Man page
riedsid Man page
riedsid2 Man page
riedsid2.default Man page
riedsid2.spec Man page
riedsid.default Man page
riedsid.spec Man page
rowvec Man page
spec_confint Man page
spec_confint.default Man page
spec_confint.spec Man page
spec_confint.tapers Man page
spec-methods Man page
spec.pilot Man page
spec.psd Man page
spectral_properties Man page
spectral_properties.default Man page
spectral_properties.spec Man page
spectral_properties.tapers Man page
splineGrad Man page
splineGrad.default Man page
summary.tapers Man page
tapers Man page
tapers-constraints Man page
tapers-methods Man page
Tohoku Man page
update_adapt_history Man page
update_adapt_history.default Man page
update_adapt_history.spec Man page
varddiff Man page
varddiff.default Man page
varddiff.spec Man page
vardiff Man page
vector_reshape Man page
zeros Man page

Files

inst
inst/WISHLIST
inst/CITATION
inst/NEWS.Rd
inst/Examples
inst/Examples/rdex_splinegrad.R
inst/Examples/benchmarking_data.rda
inst/Examples/_benchmarking.R inst/Examples/rdex_normalization.R inst/Examples/rdex_spectralproperties.R inst/Examples/_resample.R inst/Examples/rdex_spec.R
inst/Examples/fix_R
inst/Examples/rdex_psdenv.R inst/Examples/rdex_constraintapers.R inst/Examples/rdex_pspectrum.R inst/Examples/rdex_utilities.R
inst/Examples/current_benchmarking_data.rda
inst/Examples/rdex_tapers.R
inst/Examples/run.rdev
inst/Examples/rdex_pilotspec.R inst/Examples/rdex_parabolicweights.R inst/Examples/rdex_psdcore.R inst/Examples/rdex_confint.R inst/Examples/_profiling.R inst/Examples/rdex_riedsid.R inst/Examples/rdex_prewhiten.R
inst/doc
inst/doc/normalization.Rnw
inst/doc/normalization.R
inst/doc/fftw.Rnw
inst/doc/psd_overview.Rnw
inst/doc/psd_overview.pdf
inst/doc/fftw.pdf
inst/doc/normalization.pdf
inst/doc/fftw.R inst/doc/psd_overview.R
inst/doc/REFS.bib
tests
tests/testthat.R
tests/testthat
tests/testthat/test-utils.R tests/testthat/test-spec.R tests/testthat/test-fft.R tests/testthat/test-weights.R tests/testthat/test-ctap.R
src
src/Makevars
src/ctap_simple_r.cpp
src/resample_fft.cpp
src/Makevars.win
src/RcppExports.cpp
src/ctap_simple.c
NAMESPACE
demo
demo/vign_overview.R demo/ctap.R
demo/00Index
demo/vign_norm.R
data
data/hfsnm.rda
data/Tohoku.rda
data/magnet.rda
R
R/func_utils.R R/func_envir.R R/func_pspectrum.R R/func_specprops.R R/func_riedsid.R R/RcppExports.R R/func_psdcore.R R/func_spec.R R/func_norm.R R/psd-package.R R/func_whiten.R R/zzz.R R/func_pilot.R R/func_tapers.R
vignettes
vignettes/Makefile
vignettes/supp_mathsyms.tex
vignettes/supp_specprogs.tex
vignettes/normalization.Rnw
vignettes/.install_extras
vignettes/fftw.Rnw
vignettes/psd_overview.Rnw
vignettes/yuml_d.png
vignettes/README
vignettes/fftw_bench_even.pdf
vignettes/fftw_bench_odd.pdf
vignettes/REFS.bib
vignettes/yuml_n.png
vignettes/supp_norms.tex
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/modulo_floor.Rd man/psd-normalization.Rd man/tapers-constraints.Rd man/psd-utilities.Rd man/splineGrad.Rd man/riedsid.Rd man/spectral_properties.Rd man/Tohoku.Rd man/ctap_loess.Rd man/prewhiten.Rd man/pspectrum.Rd man/spec-methods.Rd man/resample_fft_rcpp.Rd man/ctap_simple_rcpp.Rd man/psdcore.Rd man/psd-package.Rd man/psd-environment.Rd man/tapers-methods.Rd man/pgram_compare.Rd man/magnet.Rd man/rcpp_ctap_simple.Rd man/as.tapers.Rd man/hfsnm.Rd man/parabolic_weights.Rd man/pilot_spec.Rd man/spec_confint.Rd
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