Higher-Order Spectral Analysis

Higher-order spectra or polyspectra of time series, such as bispectrum and bicoherence, have been investigated in abundant literature and applied to problems of signal detection in a wide range of fields. This package aims to provide a simple API to estimate and analyze them. The current implementation is based on Brillinger and Irizarry (1998) for estimating bispectrum, with Lii and Helland (1981) for cross-bispectrum.


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install.packages("rhosa")

0.1.0 by Takeshi Abe, 4 months ago


https://github.com/tabe/rhosa


Report a bug at https://github.com/tabe/rhosa/issues


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


Authors: Takeshi Abe [aut, cre]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-3 license


Suggests ggplot2, knitr, rgl, rmarkdown, testthat


See at CRAN