Higher-order spectra or polyspectra of time series, such as bispectrum and bicoherence, have been investigated in abundant literature and applied to problems of signal detection in a wide range of fields. This package aims to provide a simple API to estimate and analyze them. The current implementation is based on Brillinger and Irizarry (1998) <doi:10.1016/S0165-1684(97)00217-X> for estimating bispectrum, with Lii and Helland (1981) <doi:10.1145/355958.355961> for cross-bispectrum.
Version: | 0.1.0 |
Suggests: | ggplot2, knitr, rgl, rmarkdown, testthat (≥ 2.1.0) |
Published: | 2020-08-10 |
Author: | Takeshi Abe |
Maintainer: | Takeshi Abe <tabe at fixedpoint.jp> |
BugReports: | https://github.com/tabe/rhosa/issues |
License: | GPL-3 |
URL: | https://github.com/tabe/rhosa |
NeedsCompilation: | no |
Materials: | README |
In views: | TimeSeries |
CRAN checks: | rhosa results |
Reference manual: | rhosa.pdf |
Vignettes: |
Detecting quadratic phase coupling from time series data by rhosa |
Package source: | rhosa_0.1.0.tar.gz |
Windows binaries: | r-devel: rhosa_0.1.0.zip, r-release: rhosa_0.1.0.zip, r-oldrel: rhosa_0.1.0.zip |
macOS binaries: | r-release (arm64): rhosa_0.1.0.tgz, r-release (x86_64): rhosa_0.1.0.tgz, r-oldrel: rhosa_0.1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=rhosa to link to this page.