[R] cospectrum

[Prof Brian Ripley]

On Tue, 29 Nov 2005, Ling Jin wrote:

> Hi, Does anyone know which function in R can compute cross-spectrum of
> two time series, and what lib is needed? I found ccf, which only gives
> cross-correlation. I need to carry that further by doing a Fourier
> transform.

?spectrum: Remmeber R has multivariate time series.

By `lib' did you mean `package'?

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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