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multitaper (version 1.0-10)

Multitaper Spectral Analysis Tools

Description

Implements multitaper spectral analysis using discrete prolate spheroidal sequences (Slepians) and sine tapers. It includes an adaptive weighted multitaper spectral estimate, a coherence estimate, Thomson's Harmonic F-test, and complex demodulation. The Slepians sequences are generated efficiently using a tridiagonal matrix solution, and jackknifed confidence intervals are available for most estimates.

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Install

install.packages('multitaper')

Monthly Downloads

3,082

Version

1.0-10

License

GPL (>= 2)

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Repository

http://github.com/wesleyburr/multitaper/

Maintainer

Karim Rahim

Last Published

February 18th, 2015

Functions in multitaper (1.0-10)

Central England Temperature daily time series

Centres (converts to zero-mean) the time series.

Computes complex demodulates using multiple taper techniques

HadCRUT Land Temperature Anomaly (Northern Hemisphere) Series

Compute and plot the multitaper magnitude-squared coherence.

Truncate mtm or mtm.coh Objects in Frequency

Auto Regressive Series generated by Don Percival at Applied Physics Laboratory

Central England Temperature monthly time series

dpssToEigenvalues

Compute eigenvalues for the Discrete Prolate Spheroidal Sequences (dpss)

Compute Discrete Prolate Spheroidal Sequences

Compute and plot the multitaper magnitude-squared coherence.

Mauna Loa Observatory CO2 Monthly Averages

multitaper-package

multitaper: Multitaper spectral analysis tools

Willamette River time series

multitaperTrend

Estimate Linear Trend using Multitaper Techniques

Compute and plot multitaper spectrum estimates

Computes sine tapers

Compute and plot the multitaper spectrum estimate