psd (1.2.0)

0 users

Adaptive, Sine-Multitaper Power Spectral Density Estimation.
Barbour and Parker (2014):
Riedel and Sidorenko (1995):

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 [aut, cre] (<>), Robert L. Parker [cre], Jonathan Kennel [ctb]

License: GPL (>= 2)

Uses: RColorBrewer, Rcpp, signal, zoo, ggplot2, RSEIS, bspec, plyr, rbenchmark, testthat, fftw, multitaper, reshape2, knitr
Reverse suggests: kitagawa, multitaper

Released 9 months ago.

6 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of psd yet. Want to be the first? Write one now.

Related packages: ArDec, Ecdat, TSdbi, boot, brainwaver, chron, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza, mAr, mFilter(20 best matches, based on common tags.)

Search for psd on google, google scholar, r-help, r-devel.

Visit psd on R Graphical Manual.