An open-source R package PowerSpectrum: Periodogram and multitaper estimation of univariate time series power spectrum, multitaper cross spectrum estimation, Detrended Fluctuation Analysis, Geweke-Porter-Hudak Estimator, Gaussian Semiparametric Estimator, convergence test and bias and standard deviation test for the Hurst exponent estimators, spectral goodness-of-fit test, Portmanteau tests, estimation of a time series linear trend with its confidence intervals based on white noise, AR(1), and power-law models for the residuals.
Depends: R (≥ 2.2.0), fracdiff
Author: Dmitry Vyushin, Josh Mayer, and Paul J. Kushner (Department of Physics, University of Toronto)
Maintainer:Dmitry Vyushin
Package source: PowerSpectrum_0.3.tar.gz
Reference manual: PowerSpectrum_0.3.pdf

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