Spectral Analysis Tools using the Multitaper Method

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" .


Reference manual

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1.0-15 by Karim Rahim, a year ago


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

Authors: Karim Rahim <[email protected]> , Wesley S. Burr <[email protected]>

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Depends on methods

Suggests psd, astrochron, fftwtools, slp

Imported by astrochron, eseis, pdSpecEst.

Depended on by CepLDA.

Suggested by psd.

See at CRAN