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multitaper

swMATH ID: 35997
Software Authors: Karim Rahim, Wesley S. Burr
Description: R package multitaper: 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” <doi:10.1109/PROC.1982.12433>.
Homepage: https://cran.r-project.org/web/packages/multitaper/index.html
Source Code:  https://github.com/cran/multitaper
Dependencies: R
Related Software: jLab; pymutt; Julia; Multitaper.jl
Cited in: 0 Publications