psd: Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum 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. The same procedure can now be used to calculate the cross spectrum.

Package details

AuthorAndrew J. Barbour [aut, cre] (<https://orcid.org/0000-0002-6890-2452>), Jonathan Kennel [aut] (<https://orcid.org/0000-0003-4474-6886>), Robert L. Parker [aut]
MaintainerAndrew J. Barbour <andy.barbour@gmail.com>
LicenseGPL (>= 2)
Version2.1.0
URL https://github.com/abarbour/psd Barbour and Parker (2014): https://doi.org/10.1016/j.cageo.2013.09.015 Riedel and Sidorenko (1995): https://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 July 8, 2020, 6:47 p.m.