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DESCRIPTION
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DESCRIPTION
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Package: rhosa
Title: Higher-Order Spectral Analysis
Date: 2024-05-17
Version: 0.3.0
Authors@R:
person(given = "Takeshi",
family = "Abe",
role = c("aut", "cre"),
email = "tabe@fixedpoint.jp",
comment = c(ORCID = "0000-0002-7074-4561"))
Description: 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.
License: GPL-3
Encoding: UTF-8
URL: https://tabe.github.io/rhosa/
BugReports: https://github.com/tabe/rhosa/issues
RoxygenNote: 7.3.1
Imports:
parallel
Suggests:
ggplot2,
knitr,
rmarkdown,
testthat (>= 2.1.0)
VignetteBuilder: knitr