In shnezam/NMSDE: Nonparametric Multivariate Spectral Density Estimation

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NMSDE

The NMSDE package provides the collections of necessary functions to implement Nonparametric Spectral Density Estimation (NSDE) for analyzing multivariate time series (MTS). NMSDE is a novel non-parametric method to perform spectral analysis of MTS.

Introduction

To Be Done.

Installation

You can install NMSDE from github with:

# install.packages("devtools")
devtools::install_github("shnezam/NMSDE")

Example

This is a basic example which shows you how to use NMSDE algorithm:

## basic example code
library(NMSDE)
plot(1:10)

shnezam/NMSDE documentation built on June 1, 2025, 6:10 p.m.