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.

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...

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

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