psd (1.0-1)
Adaptive, Sine-Multitaper Power Spectral Density Estimation.
https://github.com/abarbour/psd
Barbour and Parker (2014): http://dx.doi.org/10.1016/j.cageo.2013.09.015
Riedel and Sidorenko (1995): http://dx.doi.org/10.1109/78.365298
http://cran.r-project.org/web/packages/psd
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.
Maintainer:
Andrew J Barbour
Author(s): Andrew J. Barbour and Robert L. Parker, with contributions from David Myer
License: GPL (>= 2)
Uses: Does not use any package
Reverse suggests: multitaper
Released over 2 years ago.
5 previous versions
- psd_1.0-0. Released over 2 years ago.
- psd_0.4-1. Released over 3 years ago.
- psd_0.4-0. Released almost 4 years ago.
- psd_0.3-2. Released over 4 years ago.
- psd_0.3-1. Released over 4 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of psd yet. Want to be the first? Write one now.
Related packages: ArDec, Ecdat, MSBVAR, TSdbi, boot, brainwaver, chron, cts, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fArma, fGarch, fNonlinear, fame, fracdiff, fractal … (20 best matches, based on common tags.)
Search for psd on google, google scholar, r-help, r-devel.
Visit psd on R Graphical Manual.
