riedsid_rcpp

replaces time consuming portion of riedsid2

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

riedsid_rcpp function

<dl><dt>PSD</dt>
<dd>vector or class <code>'amt'</code> or <code>'spec'</code>; the spectral values used to optimize taper numbers</dd>
<dt>ntaper</dt>
<dd>scalar or vector; number of tapers to apply optimization</dd>
<dt>riedsid_column</dt>
<dd>scalar integer; which column to use in multivariate optimization. If the value is 0 the maximum number of tapers for all columns is chosen. If the value is &lt; 0 the minimum number of tapers for all columns is chosen. If the value is 1, 2, 3, etc. the number of tapers is based on the column selected.</dd></dl>

Arguments

replaces time consuming portion of riedsid2 — riedsid_rcpp

<dl>

<dt>PSD</dt>
<dd>vector or class <code>'amt'</code> or <code>'spec'</code>; the spectral values used to optimize taper numbers</dd>


<dt>ntaper</dt>
<dd>scalar or vector; number of tapers to apply optimization</dd>


<dt>riedsid_column</dt>
<dd>scalar integer; which column to use in multivariate optimization. If the value is 0 the maximum number of tapers for all columns is chosen. If the value is &lt; 0 the minimum number of tapers for all columns is chosen. If the value is 1, 2, 3, etc. the number of tapers is based on the column selected.</dd>

</dl>

riedsid_rcpp: replaces time consuming portion of riedsid2

Description

Usage

Value

Arguments