multitaper
swMATH35997CRANmultitaperMaRDI QIDQ51699
Spectral Analysis Tools using the Multitaper Method
Last update: 20 July 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0-15, 0.1-1, 0.1-2, 0.1-3, 1.0-0, 1.0-1, 1.0-2, 1.0-3, 1.0-4, 1.0-5, 1.0-6, 1.0-7, 1.0-8, 1.0-9, 1.0-10, 1.0-11, 1.0-12, 1.0-13, 1.0-14, 1.0-16, 1.0-17
Source code repository: https://github.com/cran/multitaper
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>.
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