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 (multivariate analyses).

Version:	2.1.1
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:	2022-01-31
DOI:	10.32614/CRAN.package.psd
Author:	Andrew J. Barbour [aut, cre], Jonathan Kennel [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
Language:	en-US
Citation:	psd citation info
Materials:	README NEWS
In views:	TimeSeries
CRAN checks:	psd results

Documentation:

Reference manual:	psd.pdf
Vignettes:	DFT benchmarks: fft vs FFT Multivariate PSD Normalization of power spectral density estimates An overview of psd

Downloads:

Package source:	psd_2.1.1.tar.gz
Windows binaries:	r-devel: psd_2.1.1.zip, r-release: psd_2.1.1.zip, r-oldrel: psd_2.1.1.zip
macOS binaries:	r-release (arm64): psd_2.1.1.tgz, r-oldrel (arm64): psd_2.1.1.tgz, r-release (x86_64): psd_2.1.1.tgz, r-oldrel (x86_64): psd_2.1.1.tgz
Old sources:	psd archive

Reverse dependencies:

Reverse imports:	kitagawa
Reverse suggests:	ForeCA, multitaper

Linking:

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