Complete Discrete Fourier Transform (DFT) and Periodogram

Calculate the predictive discrete Fourier transform, complete discrete Fourier transform, complete periodogram, and tapered complete periodogram. This algorithm is based on the preprint "Spectral methods for small sample time series: A complete periodogram approach" (2020) by Sourav Das, Suhasini Subba Rao, and Junho Yang.


Reference manual

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0.1.2 by Junho Yang, 7 days ago

Browse source code at

Authors: Junho Yang

Documentation:   PDF Manual  

GPL-2 license

See at CRAN