Package: psd 2.1.1
psd: Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum Estimation
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).
Authors:
psd_2.1.1.tar.gz
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psd.pdf |psd.html✨
psd/json (API)
NEWS
| # Install 'psd' in R: |
| install.packages('psd', repos = c('https://abarbour.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/abarbour/psd/issues
multitaperpower-spectral-densitypower-spectrumpsdspectral-density-estimatesspectrum
Last updated 1 years agofrom:b5944e590a. Checks:OK: 4 NOTE: 5. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 06 2024 |
| R-4.5-win-x86_64 | NOTE | Nov 06 2024 |
| R-4.5-linux-x86_64 | NOTE | Nov 06 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 06 2024 |
| R-4.4-mac-x86_64 | NOTE | Nov 06 2024 |
| R-4.4-mac-aarch64 | NOTE | Nov 06 2024 |
| R-4.3-win-x86_64 | OK | Nov 06 2024 |
| R-4.3-mac-x86_64 | OK | Nov 06 2024 |
| R-4.3-mac-aarch64 | OK | Nov 06 2024 |
Exports:.spec_confintadapt_messageas.taperscoherencecolvecconstrain_taperscreate_polyctap_loessctap_simpledata.frame.tapersdBdet_vectorget_adapt_historyget_psd_env_nameget_psd_env_pointeris.amtis.specis.taperslast_psdminspanmodmodulo_floorna_locfna_matnew_adapt_historynormalizeonesparabolic_weightsparabolic_weights_fieldparabolic_weights_rcpppgram_comparephasepilot_specprewhitenpsd_envAssignpsd_envAssignGetpsd_envClearpsd_envGetpsd_envListpsd_envRefreshpsd_envStatuspsdcorepspectrumpspectrum_basicrcpp_ctap_simpleresample_fft_rcppresample_mvfftriedsidriedsid_rcppriedsid2rowvecspec_confintspec_detailsspectral_propertiessplineGradtapersupdate_adapt_historyvarddiffvardiffvector_reshapezeros
Dependencies:RColorBrewerRcppRcppArmadillo
An overview of psd
Rendered frompsd_overview.Rnwusingknitr::knitron Nov 06 2024.Last update: 2022-01-31
Started: 2013-02-22
DFT benchmarks: fft vs FFT
Rendered fromfftw.Rnwusingknitr::knitron Nov 06 2024.Last update: 2022-01-31
Started: 2013-02-05
Multivariate PSD
Rendered frommultivariate.Rnwusingknitr::knitron Nov 06 2024.Last update: 2022-01-31
Started: 2020-06-21
Normalization of power spectral density estimates
Rendered fromnormalization.Rnwusingknitr::knitron Nov 06 2024.Last update: 2022-01-31
Started: 2013-02-05
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Adaptive power spectral density estimation using optimal sine multitapers | psd-package psd spec.psd |
| Coerce an object into a ''tapers'' object. | as.tapers tapers |
| coherence | coherence |
| Taper constraints using loess smoothing | ctap_loess ctap_loess.default ctap_loess.tapers |
| det_vector | det_vector |
| Noise levels found in PBO strainmeter data at seismic frequencies. | hfsnm |
| A single line of Project MAGNET horizontal field intensity | magnet |
| Nearest value below | modulo_floor |
| parabolic_weights_field | parabolic_weights parabolic_weights.default parabolic_weights.tapers parabolic_weights_field parabolic_weights_rcpp |
| Compare multitaper spectrum with cosine-tapered periodogram | pgram_compare pgram_compare.amt |
| phase | phase |
| Calculate initial power spectral density estimates | pilot_spec pilot_spec.default pilot_spec.matrix pilot_spec.ts pilot_spectrum spec.pilot |
| Prepare a series for spectral estimation | prewhiten prewhiten.default prewhiten.ts |
| Various environment manipulation functions. | get_adapt_history get_psd_env_name get_psd_env_pointer last_psd new_adapt_history psd-environment psd_envAssign psd_envAssignGet psd_envClear psd_envGet psd_envList psd_envRefresh psd_envStatus update_adapt_history update_adapt_history.default update_adapt_history.spec |
| Normalization of power spectral density estimates. | normalization normalize normalize.amt normalize.list normalize.spec psd-normalization |
| Various utility functions. | colvec create_poly dB db decibels is.amt is.spec is.tapers mod na_locf na_locf.default na_locf.matrix na_mat ones psd-utilities rowvec varddiff varddiff.default varddiff.spec vardiff vector_reshape zeros |
| Multitaper power spectral density estimates of a series | psdcore psdcore.default psdcore.matrix psdcore.ts |
| Adaptive sine multitaper power spectral density estimation | adapt_message pspectrum pspectrum.default pspectrum.matrix pspectrum.spec pspectrum.ts pspectrum_basic |
| c++ implementation of the RLP constraint filter | rcpp_ctap_simple |
| Resample an fft using varying numbers of sine tapers | resample_fft_rcpp |
| Resample an fft using varying numbers of sine tapers | resample_mvfft |
| Constrained, optimal tapers using the Riedel & Sidorenko-Parker method | riedsid riedsid.default riedsid.spec riedsid2 riedsid2.default riedsid2.spec |
| replaces time consuming portion of riedsid2 | riedsid_rcpp |
| Confidence intervals for multitaper power spectral density estimates | .spec_confint spec_confint spec_confint.default spec_confint.spec spec_confint.tapers |
| Generic methods for objects with class ''spec'' | as.data.frame.spec as.list.spec as.matrix.spec lines.spec spec-methods spec_details |
| Calculate properties of multitaper power spectral density estimates | spectral_properties spectral_properties.default spectral_properties.spec spectral_properties.tapers |
| Numerical derivatives of a series based on its smooth-spline representation | splineGrad splineGrad.default |
| Taper constraint methods | constrain_tapers constrain_tapers.default constrain_tapers.tapers minspan minspan.default minspan.tapers tapers-constraints |
| Generic methods for objects with class ''tapers'' | as.data.frame.tapers data.frame.tapers lines.tapers plot.tapers points.tapers print.summary.tapers print.tapers summary.tapers tapers-methods |
| Taper constraints using simple derivatives | ctap_simple ctap_simple.default ctap_simple.tapers tapers-refinement |
| Observations of teleseismic strains from the 2011 Tohoku earthquake. | Tohoku |
| Water levels from borehole WIPP30 | wipp30 |
