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rhosa: Higher-Order Spectral Analysis
Higher-order spectra or polyspectra of time series, such as bispectrum and bicoherence, have been investigated in abundant literature and applied to problems of signal detection in a wide range of fields. This package aims to provide a simple API to estimate and analyze them. The current implementation is based on Brillinger and Irizarry (1998) <doi:10.1016/S0165-1684(97)00217-X> for estimating bispectrum or bicoherence, Lii and Helland (1981) <doi:10.1145/355958.355961> for cross-bispectrum, and Kim and Powers (1979) <doi:10.1109/TPS.1979.4317207> for cross-bicoherence.
Getting started
Browse package contents
Package details |
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| Author | Takeshi Abe [aut, cre] (<https://orcid.org/0000-0002-7074-4561>) |
| Maintainer | Takeshi Abe <tabe@fixedpoint.jp> |
| License | GPL-3 |
| Version | 0.2.0 |
| URL | https://tabe.github.io/rhosa/ |
| Package repository | View on CRAN |
| Installation |
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