list that includes the auto and cross-spectral density, and the
number of tapers
Arguments
fftz
complex; a matrix representing the dual-length fft; see also the dbl argument
tapers
integer; a vector of tapers
verbose
logical; should messages be given?
dbl
logical; should the code assume fftz is dual-length or single-length?
tapcap
integer; the maximum number of tapers which can be applied; note that the length is
automatically limited by the length of the series.
Details
To produce a psd estimate with our adaptive spectrum estimation method,
we need only make one fft calculation initially and then apply the weighting
factors given by parabolic_weights, which this function
does.