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r-psd

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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.

Installation

To install this package, run one of the following:

Conda
$conda install maximinio::r-psd

Usage Tracking

2.1.0
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About

Summary

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.

Last Updated

Oct 31, 2021 at 11:50

License

GPL-2

Total Downloads

17

Supported Platforms

linux-64