abarbour/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.

Getting started

Package details

AuthorAndrew J. Barbour and Robert L. Parker
MaintainerAndrew J. Barbour <[email protected]>
LicenseGPL (>= 2)
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 GitHub
Installation Install the latest version of this package by entering the following in R:
abarbour/psd documentation built on Oct. 28, 2018, 3:13 p.m.