multitaper

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>.

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References in zbMATH (referenced in 1 article )

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  1. Charlotte L Haley; Christopher J Geoga: Multitaper.jl: A Julia package for frequency domain analysis of time series (2020) not zbMATH