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:
install.packages("rhosa")
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. βAn Investigation of the Second- and Higher-Order Spectra of Music.β Signal Processing 65 (2): 161β79. https://doi.org/10.1016/S0165-1684(97)00217-X.