[R] Cross Spectral Analysis
Uwe Ligges
ligges at statistik.tu-dortmund.de
Sat Nov 20 20:04:09 CET 2010
See ?spec.pgram
Uwe Ligges
On 17.11.2010 16:43, Wonsang You wrote:
>
> Dear R helpers,
>
> I have two time series, and I want to perform the cross-spectral analysis
> for these time series.
> I would like to know whether there is any R function to generate
> cross-spectrum such as co-periodogram and quadrature periodogram.
> Can anyone give me an advice for cross spectral analysis? Thank you.
>
> Best Regards,
> Wonsang
>
>
> -----
> Wonsang You
> Leibniz Institute for Neurobiology
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