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:Andrew J. Barbour [aut, cre], Jonathan Kennel [aut], Robert L. Parker [aut]

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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'))

Peer review:

Bug tracker:https://github.com/abarbour/psd/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • Tohoku - Observations of teleseismic strains from the 2011 Tohoku earthquake.
  • hfsnm - Noise levels found in PBO strainmeter data at seismic frequencies.
  • magnet - A single line of Project MAGNET horizontal field intensity
  • wipp30 - Water levels from borehole WIPP30

On CRAN:

multitaperpower-spectral-densitypower-spectrumpsdspectral-density-estimatesspectrum

61 exports 9 stars 1.99 score 3 dependencies 1 dependents 2 mentions 122 scripts 837 downloads

Last updated 1 years agofrom:b5944e590a. Checks:OK: 4 NOTE: 5. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 07 2024
R-4.5-win-x86_64NOTESep 07 2024
R-4.5-linux-x86_64NOTESep 07 2024
R-4.4-win-x86_64NOTESep 07 2024
R-4.4-mac-x86_64NOTESep 07 2024
R-4.4-mac-aarch64NOTESep 07 2024
R-4.3-win-x86_64OKSep 07 2024
R-4.3-mac-x86_64OKSep 07 2024
R-4.3-mac-aarch64OKSep 07 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 Sep 07 2024.

Last update: 2022-01-31
Started: 2013-02-22

DFT benchmarks: fft vs FFT

Rendered fromfftw.Rnwusingknitr::knitron Sep 07 2024.

Last update: 2022-01-31
Started: 2013-02-05

Multivariate PSD

Rendered frommultivariate.Rnwusingknitr::knitron Sep 07 2024.

Last update: 2022-01-31
Started: 2020-06-21

Normalization of power spectral density estimates

Rendered fromnormalization.Rnwusingknitr::knitron Sep 07 2024.

Last update: 2022-01-31
Started: 2013-02-05

Readme and manuals

Help Manual

Help pageTopics
Adaptive power spectral density estimation using optimal sine multitaperspsd-package psd spec.psd
Coerce an object into a ''tapers'' object.as.tapers tapers
coherencecoherence
Taper constraints using loess smoothingctap_loess ctap_loess.default ctap_loess.tapers
det_vectordet_vector
Noise levels found in PBO strainmeter data at seismic frequencies.hfsnm
A single line of Project MAGNET horizontal field intensitymagnet
Nearest value belowmodulo_floor
parabolic_weights_fieldparabolic_weights parabolic_weights.default parabolic_weights.tapers parabolic_weights_field parabolic_weights_rcpp
Compare multitaper spectrum with cosine-tapered periodogrampgram_compare pgram_compare.amt
phasephase
Calculate initial power spectral density estimatespilot_spec pilot_spec.default pilot_spec.matrix pilot_spec.ts pilot_spectrum spec.pilot
Prepare a series for spectral estimationprewhiten 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 seriespsdcore psdcore.default psdcore.matrix psdcore.ts
Adaptive sine multitaper power spectral density estimationadapt_message pspectrum pspectrum.default pspectrum.matrix pspectrum.spec pspectrum.ts pspectrum_basic
c++ implementation of the RLP constraint filterrcpp_ctap_simple
Resample an fft using varying numbers of sine tapersresample_fft_rcpp
Resample an fft using varying numbers of sine tapersresample_mvfft
Constrained, optimal tapers using the Riedel & Sidorenko-Parker methodriedsid riedsid.default riedsid.spec riedsid2 riedsid2.default riedsid2.spec
replaces time consuming portion of riedsid2riedsid_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 estimatesspectral_properties spectral_properties.default spectral_properties.spec spectral_properties.tapers
Numerical derivatives of a series based on its smooth-spline representationsplineGrad splineGrad.default
Taper constraint methodsconstrain_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 derivativesctap_simple ctap_simple.default ctap_simple.tapers tapers-refinement
Observations of teleseismic strains from the 2011 Tohoku earthquake.Tohoku
Water levels from borehole WIPP30wipp30