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psd  

Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum Estimation
View on CRAN: Click here


Download and install psd package within the R console
Install from CRAN:
install.packages("psd")

Install from Github:
library("remotes")
install_github("cran/psd")

Install by package version:
library("remotes")
install_version("psd", "2.1.1")



Attach the package and use:
library("psd")
Maintained by
Andrew J. Barbour
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-03-13
Latest Update: 2022-01-31
Description:
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).
How to cite:
Andrew J. Barbour (2013). psd: Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum Estimation. R package version 2.1.1, https://cran.r-project.org/web/packages/psd. Accessed 21 Nov. 2024.
Previous versions and publish date:
0.3-1 (2013-03-13 07:31), 0.3-2 (2013-03-27 23:11), 0.4-0 (2013-09-20 08:00), 0.4-1 (2014-04-16 22:41), 1.0-0 (2015-03-18 07:02), 1.0-1 (2015-03-22 18:37), 1.2.0 (2019-03-20 23:10), 2.0.0 (2020-06-22 07:10), 2.1.0 (2020-06-29 06:50)
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