sapa: Spectral Analysis for Physical Applications

Software for book "Spectral Analysis for Physical Applications", Donald B. Percival and Andrew T. Walden (1993), <doi:10.1017/CBO9780511622762>, Cambridge University Press. Contains functionality for nonparametric spectral density estimation of time series, including direct spectral estimators, lag window estimators, estimators based on Welch's overlapped segment averaging (WOSA) and multitaper estimators based on discrete prolate spheroidal sequences (DPSS) and on sinusoidal tapers.

Getting started

Package details

AuthorDonald Percival [cre, aut], William Constantine [aut]
MaintainerDonald Percival <>
Package repositoryView on CRAN
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sapa documentation built on March 31, 2021, 5:07 p.m.