psd: 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.

Version: 1.2.0
Depends: R (≥ 2.14.1)
Imports: Rcpp (≥ 0.11.5), RColorBrewer, signal, zoo
LinkingTo: Rcpp, RcppArmadillo
Suggests: bspec, fftw (≥ 1.0.3), ggplot2 (≥ 0.9), knitr, multitaper, plyr, RSEIS, rbenchmark, reshape2, testthat
Published: 2019-03-20
Author: Andrew J. Barbour [aut, cre] (ORCID iD), Robert L. Parker [cre], Jonathan Kennel [ctb]
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
Citation: psd citation info
Materials: README NEWS
In views: TimeSeries
CRAN checks: psd results

Downloads:

Reference manual: psd.pdf
Vignettes: DFT benchmarks: fft vs FFT
Normalization of power spectral density estimates
An overview of psd
Package source: psd_1.2.0.tar.gz
Windows binaries: r-devel: psd_1.2.0.zip, r-release: psd_1.2.0.zip, r-oldrel: psd_1.2.0.zip
OS X binaries: r-release: psd_1.0-1.tgz, r-oldrel: psd_1.0-1.tgz
Old sources: psd archive

Reverse dependencies:

Reverse suggests: kitagawa, multitaper

Linking:

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