williamdeleo/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
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Package details |
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| Author | Andrew J. Barbour and Robert L. Parker |
| Maintainer | Andrew J. Barbour <andy.barbour@gmail.com> |
| License | GPL (>= 2) |
| Version | 1.1.0 |
| 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 repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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