Spectral Analysis for Physical Applications
Software for book "Spectral Analysis for Physical
Applications", Donald B. Percival and Andrew T. Walden (1993),
, Cambridge University Press.
Contains functionality for nonparametric spectral density estimation
of time series, including direct spectral estimators, lag window
estimators, estimators based on Welch's overlapped segment averaging
(WOSA) and multitaper estimators based on discrete prolate
spheroidal sequences (DPSS) and on sinusoidal tapers.