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.

Maintainer: Andrew J. Barbour <andy.barbour at gmail.com>

Author(s): Andrew J. Barbour and Robert L. Parker, with contributions from David Myer

Install package and any missing dependencies by running this line in your R console:

install.packages("psd")

Depends R (>= 2.14.1), utils, stats, graphics, grDevices
Imports Rcpp(>=0.11.5), RColorBrewer, signal, zoo
Suggests bspec, fftw(>=1.0.3), ggplot2(>=0.9), knitr, multitaper, plyr, RSEIS, rbenchmark, reshape2, testthat
Enhances
Linking to Rcpp, RcppArmadillo
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multitaper
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Package psd
Materials
URL https://github.com/abarbour/psd Barbour and Parker (2014): http://dx.doi.org/10.1016/j.cageo.2013.09.015 Riedel and Sidorenko (1995): http://dx.doi.org/10.1109/78.365298
Task Views TimeSeries
Version 1.0-1
Published 2015-03-22
License GPL (>= 2)
BugReports https://github.com/abarbour/psd/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks psd check results
Package source psd_1.0-1.tar.gz