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.
