mode_matching

cross-bicoherence, returned from <code>cross_bicoherence</code>.

the upper limit of interval $$S_0$$, see the reference.

t_max

the bin width of the tuning parameter.

Estimate false discovery rate by fitting scaled chi-squared distribution as an empirical null of cross-bicoherence with Schwartzman's mode matching method.

Higher-order spectra or polyspectra of time series, such as bispectrum and bicoherence, have been investigated in abundant literature and applied to problems of signal detection in a wide range of fields. This package aims to provide a simple API to estimate and analyze them. The current implementation is based on Brillinger and Irizarry (1998) <doi:10.1016/S0165-1684(97)00217-X> for estimating bispectrum or bicoherence, Lii and Helland (1981) <doi:10.1145/355958.355961> for cross-bispectrum, and Kim and Powers (1979) <doi:10.1109/TPS.1979.4317207> for cross-bicoherence.

mode_matching: Estimate cross-bicoherence's empirical null distribution by a mode matching method

Description

Usage

Arguments

References