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psd (version 0.4-1)

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

800

Version

0.4-1

License

GPL

Maintainer

Andrew Barbour

Last Published

April 16th, 2014

Functions in psd (0.4-1)

parabolic_weights

Calculate parabolic weighting factors.
spec-methods

Generic methods for objects with class 'spec'.
psd-package

Adaptively estimate power spectral densities of an optimally tapered series.
psd-normalization

Normalization of power spectral density estimates.
pilot_spec

Calculate the pilot power spectral densities.
Tohoku

Observations of teleseismic strains from the 2011 Tohoku earthquake.
hfsnm

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

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

Various environment manipulation functions.
psd-utilities

Various utility functions.
spec_confint

Multitaper PSD confidence intervals.
tapers-methods

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

Taper constraint methods.
as.tapers

Coerce an object into a 'tapers' object.
spectral_properties

Calculate spectral properties.
psdcore

Multitaper power spectral density estimates of a series.
prewhiten

Prewhiten a series.
pspectrum

Adaptive sine multitaper power spectral density estimation.
riedsid

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

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