multitaper (version 1.0-10)

dpssToEigenvalues: Compute eigenvalues for the Discrete Prolate Spheroidal Sequences (dpss)

Description

Compute eigenvalues for the Discrete Prolate Spheroidal Sequences. The method used here is described in Chapter 8 of Percival and Walden (1993).

Usage

dpssToEigenvalues(v, nw)

Arguments

v

A matrix of dpss's, with each column representing a sequence of a different order, 1 to k.

nw

A positive double-precision number, the time-bandwidth parameter.

References

Percival, D.B. and Walden, A.T. (1993) Spectral analysis for physical applications. Cambridge University Press.

Examples

dpss1 <- dpss(10,4,4.0, returnEigenvalues=FALSE)$v
dpssToEigenvalues(dpss1,4.0)