Calculate the predictive discrete Fourier transform, complete discrete Fourier transform, complete periodogram, and tapered complete periodogram. This algorithm is based on the preprint "Spectral methods for small sample time series: A complete periodogram approach" (2020) by Sourav Das, Suhasini Subba Rao, and Junho Yang.
Version: | 0.1.2 |
Published: | 2020-06-29 |
DOI: | 10.32614/CRAN.package.cspec |
Author: | Junho Yang |
Maintainer: | Junho Yang <junhoyang at stat.tamu.edu> |
License: | GPL-2 |
NeedsCompilation: | no |
CRAN checks: | cspec results |
Reference manual: | cspec.pdf |
Package source: | cspec_0.1.2.tar.gz |
Windows binaries: | r-devel: cspec_0.1.2.zip, r-release: cspec_0.1.2.zip, r-oldrel: cspec_0.1.2.zip |
macOS binaries: | r-devel (arm64): cspec_0.1.2.tgz, r-release (arm64): cspec_0.1.2.tgz, r-oldrel (arm64): cspec_0.1.2.tgz, r-devel (x86_64): cspec_0.1.2.tgz, r-release (x86_64): cspec_0.1.2.tgz, r-oldrel (x86_64): cspec_0.1.2.tgz |
Please use the canonical form https://CRAN.R-project.org/package=cspec to link to this page.