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psd (version 0.4-0)

Adaptive, sine-multitaper power spectral density estimation

Description

Power spectral density estimates are produced through iterative refinement of the optimal number of sine-tapers at each frequency. The optimization procedure is based on the method of Riedel and Sidorenko (1995), which applies smoothing that varies with frequency to minimize the sum of variance and bias at each point.

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Version

Install

install.packages('psd')

Monthly Downloads

1,141

Version

0.4-0

License

GPL

Maintainer

Andrew Barbour

Last Published

September 20th, 2013

Functions in psd (0.4-0)

hfsnm

Noise levels found in PBO strainmeter data at seismic frequencies.
pspectrum

Adaptive sine multitaper power spectral density estimation.
psd-package

Adaptively estimate power spectral densities of an optimally tapered series.
spectral_properties

Calculate spectral properties.
spec_confint

Multitaper PSD confidence intervals.
psd-normalization

Normalization of power spectral density estimates.
pilot_spec

Calculate the pilot power spectral densities.
parabolic_weights

Calculate parabolic weighting factors.
as.tapers

Coerce an object into a 'tapers' object.
psdcore

Multitaper power spectral density estimates of a series.
Tohoku

Observations of teleseismic strains from the 2011 Tohoku earthquake.
riedsid

Constrained, optimal tapers using the Riedel & Sidorenko--Parker method.
tapers-methods

Generic methods for objects with class 'tapers'.
magnet

A single line of Project MAGNET horizontal field intensity.
psd-environment

Various environment manipulation functions.
psd-utilities

Various utility functions.
prewhiten

Prewhiten a series.
spec-methods

Generic methods for objects with class 'spec'.
tapers-constraints

Taper constraint methods.
splineGrad

Numerical derivatives of a series based on a weighted, smooth spline representation.