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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 |
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 |
Reference manual: | psd.pdf |
Vignettes: |
DFT benchmarks: fft vs FFT Multivariate PSD Normalization of power spectral density estimates An overview of psd |
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 imports: | kitagawa |
Reverse suggests: | ForeCA, multitaper |
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These binaries (installable software) and packages are in development.
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