rhosa: Higher-Order Spectral Analysis in R

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).

Installation

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

Alternatively, the development version from GitHub with remotes:

# install.packages("remotes")
remotes::install_github("tabe/rhosa")

Acknowledgement

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

References

Brillinger, D. R., and R. A. Irizarry. 1998. “An Investigation of the Second- and Higher-Order Spectra of Music.” Signal Processing 65 (2): 161–79. https://doi.org/10.1016/S0165-1684(97)00217-X.