Package: rhosa 0.3.0

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.

Authors:Takeshi Abe [aut, cre]

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Bug tracker:https://github.com/tabe/rhosa/issues

On CRAN:

bicoherencebispectrum

8 exports 0.98 score 0 dependencies 5 scripts 785 downloads

Last updated 4 months agofrom:3bd02ae454. Checks:OK: 7. Indexed: yes.

Exports:bicoherencebiperiodogrambispectrumcross_bicoherencecross_bispectrumkim_and_powers_modelmode_matchingthree_channel_model

Dependencies: