Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum Estimation
Coerce an object into a 'tapers' object.
coherence
Taper constraints using loess smoothing
det_vector
Nearest value below
parabolic_weights_field
Compare multitaper spectrum with cosine-tapered periodogram
phase
Calculate initial power spectral density estimates
Prepare a series for spectral estimation
Various environment manipulation functions.
Normalization of power spectral density estimates.
Adaptive power spectral density estimation using optimal sine multitap...
Various utility functions.
Multitaper power spectral density estimates of a series
Adaptive sine multitaper power spectral density estimation
c++ implementation of the RLP constraint filter
Resample an fft using varying numbers of sine tapers
Resample an fft using varying numbers of sine tapers
Constrained, optimal tapers using the Riedel & Sidorenko--Parker metho...
replaces time consuming portion of riedsid2
Generic methods for objects with class 'spec'
Confidence intervals for multitaper power spectral density estimates
Calculate properties of multitaper power spectral density estimates
Numerical derivatives of a series based on its smooth-spline represent...
Taper constraint methods
Generic methods for objects with class 'tapers'
Taper constraints using simple derivatives
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).