psd: Adaptive, Sine-Multitaper Power Spectral Density Estimation

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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.

Author
Andrew J. Barbour and Robert L. Parker, with contributions from David Myer
Date of publication
2015-03-22 18:37:50
Maintainer
Andrew J. Barbour <andy.barbour@gmail.com>
License
GPL (>= 2)
Version
1.0-1
URLs

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...

Files in this package

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