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.


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Reference manual

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install.packages("cspec")

0.1.2 by Junho Yang, 7 days ago


Browse source code at https://github.com/cran/cspec


Authors: Junho Yang


Documentation:   PDF Manual  


GPL-2 license



See at CRAN