Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum Estimation [R package psd version 2.1.2]

psd: Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum Estimation

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. The same procedure can now be used to calculate the cross spectrum (multivariate analyses).

Version: 2.1.2

Depends: R (≥ 2.14.1)

Imports: Rcpp (≥ 0.11.5), RColorBrewer

LinkingTo: Rcpp, RcppArmadillo

Suggests: bspec, fftw (≥ 1.0.3), ggplot2 (≥ 0.9), multitaper, plyr, RSEIS, rbenchmark, reshape2, knitr, rmarkdown, signal, formatR, testthat (≥ 2.1.0)

Published: 2025年04月25日

DOI: 10.32614/CRAN.package.psd

Author: Andrew J. Barbour ORCID iD [aut, cre], Jonathan Kennel ORCID iD [aut], Robert L. Parker [aut]

Maintainer: Andrew J. Barbour <andy.barbour at gmail.com>

BugReports: https://github.com/abarbour/psd/issues

License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]

URL: https://github.com/abarbour/psd, https://doi.org/10.1016/j.cageo.2013年09月01日5

NeedsCompilation: yes

Language: en-US

Citation: psd citation info

Materials: README, NEWS

In views: TimeSeries

CRAN checks: psd results

Documentation:

Reference manual: psd.html , psd.pdf

Vignettes: DFT benchmarks: fft vs FFT (source, R code)
Multivariate PSD (source, R code)
Normalization of power spectral density estimates (source, R code)
An overview of psd (source, R code)

Downloads:

Package source: psd_2.1.2.tar.gz

Windows binaries: r-devel: psd_2.1.2.zip, r-release: psd_2.1.2.zip, r-oldrel: psd_2.1.2.zip

macOS binaries: r-release (arm64): psd_2.1.2.tgz, r-oldrel (arm64): psd_2.1.2.tgz, r-release (x86_64): psd_2.1.2.tgz, r-oldrel (x86_64): psd_2.1.2.tgz

Old sources: psd archive

Reverse dependencies:

Reverse imports: kitagawa

Reverse suggests: ForeCA, multitaper

Linking:

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