[R] Cross-Power Spectral Density and Welch's Method

Pascal Oettli kridox at ymail.com
Thu Mar 8 06:26:31 CET 2012


Hello to R uers,

I am wondering if there is an easy way to perform a cross-power spectral density estimation of  two timeseries (x and y) using the Welch's method.

Both packages "bspec" and "oce" provide a function to calculate the PSD with the Welch's method, but only for a timeserie.

Thank you in advance.

Regards,
Pascal



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