rcpp_ctap_simple

c++ implementation of the RLP constraint filter

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).

Andrew Barbour

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

Jonathan Kennel

rcpp_ctap_simple function

<dl><dt>tapvec</dt>
<dd>integer or <code>'tapers'</code> object; the number of tapers at each frequency</dd>
<dt>maxslope</dt>
<dd>integer; constrain based on this maximum first difference</dd></dl>

Arguments

c++ implementation of the RLP constraint filter — rcpp_ctap_simple

<dl>

<dt>tapvec</dt>
<dd>integer or <code>'tapers'</code> object; the number of tapers at each frequency</dd>


<dt>maxslope</dt>
<dd>integer; constrain based on this maximum first difference</dd>

</dl>

rcpp_ctap_simple: c++ implementation of the RLP constraint filter

Description

Usage

Arguments