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, with Lii and Helland (1981) <doi:10.1145/355958.355961> for cross-bispectrum.

Version: 0.1.0
Suggests: ggplot2, knitr, rgl, rmarkdown, testthat (≥ 2.1.0)
Published: 2020-08-10
Author: Takeshi Abe ORCID iD [aut, cre]
Maintainer: Takeshi Abe <tabe at fixedpoint.jp>
BugReports: https://github.com/tabe/rhosa/issues
License: GPL-3
URL: https://github.com/tabe/rhosa
NeedsCompilation: no
Materials: README
In views: TimeSeries
CRAN checks: rhosa results

Downloads:

Reference manual: rhosa.pdf
Vignettes: Detecting quadratic phase coupling from time series data by rhosa
Package source: rhosa_0.1.0.tar.gz
Windows binaries: r-devel: rhosa_0.1.0.zip, r-release: rhosa_0.1.0.zip, r-oldrel: rhosa_0.1.0.zip
macOS binaries: r-release: rhosa_0.1.0.tgz, r-oldrel: rhosa_0.1.0.tgz

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