psd (1.0-0)

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.

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: kitagawa, multitaper

Released over 4 years ago.