https://github.com/tabe/rhosa

Higher-Order Spectral Analysis in R
https://github.com/tabe/rhosa

bicoherence bispectrum r

Last synced: 11 months ago
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Higher-Order Spectral Analysis in R

• Host: GitHub
• URL: https://github.com/tabe/rhosa
• Owner: tabe
• License: gpl-3.0
• Created: 2019-10-12T19:09:19.000Z (over 6 years ago)
• Default Branch: main
• Last Pushed: 2024-05-23T15:33:20.000Z (about 2 years ago)
• Last Synced: 2025-07-09T13:36:27.455Z (11 months ago)
• Topics: bicoherence, bispectrum, r
• Language: R
• Homepage: https://tabe.github.io/rhosa/
• Size: 9.12 MB
• Stars: 0
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.Rmd
  • License: COPYING

Awesome Lists containing this project

README

          
---

output: github_document

bibliography: vignettes/data/references.bib

link-citations: true

---

```{r, include = FALSE}

knitr::opts_chunk$set(

  collapse = TRUE,

  comment = "#>"

)

```

# rhosa: Higher-Order Spectral Analysis in R

[![CRAN status](https://www.r-pkg.org/badges/version/rhosa)](https://CRAN.R-project.org/package=rhosa)

[![R-CMD-check](https://github.com/tabe/rhosa/workflows/R-CMD-check/badge.svg)](https://github.com/tabe/rhosa/actions)

[![downloads](https://cranlogs.r-pkg.org/badges/rhosa)](https://CRAN.R-project.org/package=rhosa)

This package aims to provide functions to estimate higher-order spectra or

polyspectra of multivariate time series, such as bispectrum and

bicoherence [@brillinger_investigation_1998].

They are useful for e.g. detecting nonlinear interaction between

stationary time series driven by periodic signals [@abe_detecting_2024].

## Installation

You can install the released version of rhosa from [CRAN](https://CRAN.R-project.org)

with:

``` r

install.packages("rhosa")

```

Alternatively, the development version from [GitHub](https://github.com/)

with [remotes](https://cran.r-project.org/package=remotes):

``` r

# install.packages("remotes")

remotes::install_github("tabe/rhosa")

```

## Acknowledgement

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

## References