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: 0.2.0
Imports: parallel
Suggests: ggplot2, knitr, rmarkdown, testthat (≥ 2.1.0)
Published: 2022-01-21
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://tabe.github.io/rhosa/
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: rhosa results

Documentation:

Reference manual: rhosa.pdf
Vignettes: Getting started with a simple example
Detecting quadratic phase coupling from time series data by rhosa

Downloads:

Package source: rhosa_0.2.0.tar.gz
Windows binaries: r-devel: rhosa_0.2.0.zip, r-release: rhosa_0.2.0.zip, r-oldrel: rhosa_0.2.0.zip
macOS binaries: r-release (arm64): rhosa_0.2.0.tgz, r-oldrel (arm64): rhosa_0.2.0.tgz, r-release (x86_64): rhosa_0.2.0.tgz, r-oldrel (x86_64): rhosa_0.2.0.tgz
Old sources: rhosa archive

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