This package aims to provide functions to analyze and estimate higher-order spectra or polyspectra of multivariate time series, such as bispectrum and bicoherence (Brillinger and Irizarry 1998).


You can install the released version of rhosa from CRAN with:

Alternatively, the development version from GitHub with remotes:

# install.packages("remotes")


The author thanks Alessandro E. P. Villa for his generous support to this project.


Brillinger, D. R., and R. A. Irizarry. 1998. β€œAn Investigation of the Second- and Higher-Order Spectra of Music.” Signal Processing 65 (2): 161–79.