Spectral Analysis Tools using the Multitaper Method
Centres (converts to zero-mean) the time series.
Computes complex demodulates using multiple taper techniques
Compute Discrete Prolate Spheroidal Sequences
Compute eigenvalues for the Discrete Prolate Spheroidal Sequences (dps...
Truncate mtm or mtm.coh Objects in Frequency
Compute and plot the multitaper magnitude-squared coherence.
Estimate Linear Trend using Multitaper Techniques
Compute and plot the multitaper magnitude-squared coherence.
Compute and plot the multitaper spectrum estimate
Computes sine tapers
Compute and plot multitaper spectrum estimates
Implements multitaper spectral analysis using discrete prolate spheroidal sequences (Slepians) and sine tapers. It includes an adaptive weighted multitaper spectral estimate, a coherence estimate, Thomson's Harmonic F-test, and complex demodulation. The Slepians sequences are generated efficiently using a tridiagonal matrix solution, and jackknifed confidence intervals are available for most estimates. This package is an implementation of the method described in D.J. Thomson (1982) "Spectrum estimation and harmonic analysis" <doi:10.1109/PROC.1982.12433>.