CRAN/E | psd

psd

Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum Estimation

Installation

About

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).

Citation psd citation info
github.com/abarbour/psd
Barbour and Parker (2014): doi.org/10.1016/j.cageo.2013.09.015
Riedel and Sidorenko (1995): doi.org/10.1109/78.365298
Bug report File report

Key Metrics

Version 2.1.1
R ≥ 2.14.1
Published 2022-01-31 985 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks psd results
Language en-US

Downloads

Yesterday 27 -29%
Last 7 days 158 -19%
Last 30 days 799 -10%
Last 90 days 2.433 +33%
Last 365 days 6.920 +29%

Maintainer

Maintainer

Andrew J. Barbour

Authors

Andrew J. Barbour

aut / cre

Jonathan Kennel

aut

Robert L. Parker

aut

Material

README
NEWS
Reference manual
Package source

In Views

TimeSeries

Vignettes

DFT benchmarks: fft vs FFT
Multivariate PSD
Normalization of power spectral density estimates
An overview of psd

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

psd archive

Depends

R ≥ 2.14.1

Imports

Rcpp ≥ 0.11.5
RColorBrewer

Suggests

bspec
fftw ≥ 1.0.3
ggplot2 ≥ 0.9
multitaper
plyr
RSEIS
rbenchmark
reshape2
knitr
rmarkdown
signal
formatR
testthat ≥ 2.1.0

LinkingTo

Rcpp
RcppArmadillo

Reverse Imports

kitagawa
rsleep

Reverse Suggests

ForeCA
multitaper