psd (1.2.0)

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 10 months ago.