1 Introduction The simplest way to estimate a power spectral density (PSD) is to use a periodogram, defined as periodogram

Autoregressive Estimation and the AIC Autoregressive Estimation and the AIC 1 Model Order Selection This section provides a brief introduction to autoregressive (AR) model order estimation. An AR model of order p (AR[p]) can model up to p peaks in a PSD. So, if we wanted to estimate a PSD ...

The periodogram is the simplest and most common spectral estimator and, in R is implemented as findPer

Filtering Complex Data with gsignal IntroductionThe gsignal packageis a new signal processing library ported from Octave. If you use Matlab or Octave, gsignal contains many of the signal processing functions you would expect to find. In this p...

Filtering Base R has a function filter that can perform moving average (MA) or filters (AR). But it cannot do both at the same time; it cannot do an autoregresive ARMA filter. It also only works on real data. The filter function in the signal package can perform ARMA filters, ...

FilteringBase R has a function filter that can perform moving average (MA) or filters (AR). But it cannot do both at the same time; it cannot do an autoregresive ARMA filter. It also only works on real data. The filter function in the signal package can perform ARMA filters, but ...

D20 and Random Events In the game Dungeons and Dragons, the success or failure of an event is determined by rolling a 20 sided die (D20): higher is better. If you need to roll 11 or higher you have a 50% chance of success. If another event requires 10 or better you now have ...

D20 and Random Events In the game Dungeons and Dragons, the success or failure of an event is determined by rolling a 20 sided die (D20): higher is better. If you need to roll 11 or higher you have a 50% chance of success. If another event requires 10 or better you now have ...

Blackman-Tukey Spectral Estimator in R! There are two definitions of the power spectral density (PSD). Both definitions are mathematically nearly identical and define a function that describes the distribution of power over the frequency components in our data set. The periodogram PSD estimator is based on the first definition of ...

Periodogram with R The power spectral density (PSD) is a function that describes the distribution of power over the frequency components composing our data set. If we knew the process that generated the data, we could just calculate the PSD; we would not have to estimate it. Unfortunately, in practice ...