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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:0.3.0
Imports:parallel
Suggests:ggplot2,knitr,rmarkdown,testthat (≥ 2.1.0)
Published:2024-05-17
DOI:10.32614/CRAN.package.rhosa
Author:Takeshi AbeORCID iD [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.html ,rhosa.pdf
Vignettes:Getting started with a simple example (source,R code)
Detecting quadratic phase coupling from time series data by rhosa (source,R code)

Downloads:

Package source: rhosa_0.3.0.tar.gz
Windows binaries: r-devel:rhosa_0.3.0.zip, r-release:rhosa_0.3.0.zip, r-oldrel:rhosa_0.3.0.zip
macOS binaries: r-release (arm64):rhosa_0.3.0.tgz, r-oldrel (arm64):rhosa_0.3.0.tgz, r-release (x86_64):rhosa_0.3.0.tgz, r-oldrel (x86_64):rhosa_0.3.0.tgz
Old sources: rhosa archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=rhosato link to this page.


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