psd: Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum 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. The same procedure can now be used to calculate the cross spectrum.

Version: 2.1.0
Depends: R (≥ 2.14.1)
Imports: Rcpp (≥ 0.11.5), RColorBrewer
LinkingTo: Rcpp, RcppArmadillo
Suggests: bspec, fftw (≥ 1.0.3), ggplot2 (≥ 0.9), multitaper, plyr, RSEIS, rbenchmark, reshape2, knitr, rmarkdown, signal, formatR, testthat (≥ 2.1.0)
Published: 2020-06-29
Author: Andrew J. Barbour ORCID iD [aut, cre], Jonathan Kennel ORCID iD [aut], Robert L. Parker [aut]
Maintainer: Andrew J. Barbour <andy.barbour at gmail.com>
BugReports: https://github.com/abarbour/psd/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 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
NeedsCompilation: yes
Citation: psd citation info
Materials: README NEWS
In views: TimeSeries
CRAN checks: psd results

Downloads:

Reference manual: psd.pdf
Vignettes: DFT benchmarks: fft vs FFT
Multivariate PSD
Normalization of power spectral density estimates
An overview of psd
Package source: psd_2.1.0.tar.gz
Windows binaries: r-devel: psd_2.1.0.zip, r-release: psd_2.0.0.zip, r-oldrel: psd_2.1.0.zip
macOS binaries: r-release: psd_2.0.0.tgz, r-oldrel: psd_2.1.0.tgz
Old sources: psd archive

Reverse dependencies:

Reverse imports: kitagawa, rsleep
Reverse suggests: ForeCA, multitaper

Linking:

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