rhosa: 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) <doi:10.1016/S0165-1684(97)00217-X> for estimating bispectrum or bicoherence, Lii and Helland (1981) <doi:10.1145/355958.355961> for cross-bispectrum, and Kim and Powers (1979) <doi:10.1109/TPS.1979.4317207> for cross-bicoherence.
| Version: | 0.2.0 |
| Imports: | parallel |
| Suggests: | ggplot2, knitr, rmarkdown, testthat (≥ 2.1.0) |
| Published: | 2022-01-21 |
| Author: | Takeshi Abe  [aut,
cre] |
| Maintainer: | Takeshi Abe <tabe at fixedpoint.jp> |
| BugReports: | https://github.com/tabe/rhosa/issues |
| License: | GPL-3 |
| URL: | https://tabe.github.io/rhosa/ |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | rhosa results |
Documentation:
| Reference manual: | rhosa.pdf |
| Vignettes: |
Getting started with a simple example Detecting quadratic phase coupling from time series data by rhosa |
Downloads:
| Package source: | rhosa_0.2.0.tar.gz |
| Windows binaries: | r-devel: rhosa_0.2.0.zip, r-release: rhosa_0.2.0.zip, r-oldrel: rhosa_0.2.0.zip |
| macOS binaries: | r-release (arm64): rhosa_0.2.0.tgz, r-oldrel (arm64): rhosa_0.2.0.tgz, r-release (x86_64): rhosa_0.2.0.tgz, r-oldrel (x86_64): rhosa_0.2.0.tgz |
| Old sources: | rhosa archive |
Linking:
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