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psd (version 1.0-0)

Adaptive, Sine-Multitaper Power Spectral Density Estimation

Description

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.

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Version

Install

install.packages('psd')

Monthly Downloads

828

Version

1.0-0

License

GPL (>= 2)

Issues

2

Pull Requests

0

Stars

9

Forks

6

Maintainer

Andrew Barbour

Last Published

March 18th, 2015

Functions in psd (1.0-0)

psdcore

Multitaper power spectral density estimates of a series
psd-package

Adaptive power spectral density estimation using optimal sine multitapers
psd-utilities

Various utility functions.
pilot_spec

Calculate inital power spectral density estimates
magnet

A single line of Project MAGNET horizontal field intensity
parabolic_weights_rcpp

Calculate parabolic weighting factors.
psd-normalization

Normalization of power spectral density estimates.
tapers-methods

Generic methods for objects with class 'tapers'
rcpp_ctap_simple

c++ implementation of constrain filter
splineGrad

Numerical derivatives of a series based on its smooth-spline representation
tapers-constraints

Taper constraint methods
spec-methods

Generic methods for objects with class 'spec'
ctap_simple_rcpp

Taper constraints using simple derivatives
as.tapers

Coerce an object into a 'tapers' object.
modulo_floor

Nearest value below
pgram_compare

Compare multitaper spectrum with cosine-tapered periodogram
ctap_loess

Taper constraints using loess smoothing
prewhiten

Prepare a series for spectral estimation
Tohoku

Observations of teleseismic strains from the 2011 Tohoku earthquake.
hfsnm

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

Constrained, optimal tapers using the Riedel & Sidorenko--Parker method
psd-environment

Various environment manipulation functions.
pspectrum

Adaptive sine multitaper power spectral density estimation
resample_fft_rcpp

Resample an fft using varying numbers of sine tapers
spec_confint

Confidence intervals for multitaper power spectral density estimates
spectral_properties

Calculate properties of multitaper power spectral density estimates