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multitaper (version 1.0-17)

Spectral Analysis Tools using the Multitaper Method

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. This package is an implementation of the method described in D.J. Thomson (1982) "Spectrum estimation and harmonic analysis" .

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Install

install.packages('multitaper')

Monthly Downloads

3,756

Version

1.0-17

License

GPL (>= 2)

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Maintainer

Karim Rahim

Last Published

July 20th, 2023

Functions in multitaper (1.0-17)

plot.mtm

Compute and plot the multitaper spectrum estimate
plot.mtm.coh

Compute and plot the multitaper magnitude-squared coherence.
multitaperTrend

Estimate Linear Trend using Multitaper Techniques
percivalAR4

Auto Regressive Series generated by Don Percival at Applied Physics Laboratory
willamette

Willamette River time series
centre

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

Computes sine tapers
spec.mtm

Compute and plot multitaper spectrum estimates
CETmonthly

Central England Temperature monthly time series
mtm.coh

Compute and plot the multitaper magnitude-squared coherence.
demod.dpss

Computes complex demodulates using multiple taper techniques
mlco2

Mauna Loa Observatory CO2 Monthly Averages
dpssToEigenvalues

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

Compute Discrete Prolate Spheroidal Sequences
dropFreqs

Truncate mtm or mtm.coh Objects in Frequency
HadCRUTnh

HadCRUT Land Temperature Anomaly (Northern Hemisphere) Series
CETdaily

Central England Temperature daily time series