lssa

A package implementing tools to compute spectral decompositions of irregularly-spaced time series. Currently includes functions based off the Lomb-Scargle periodogram and Adolf Mathias' implementation for R and C (see URLs).

Select category:

Windowing

cubicwgt
Returns the input series, windowed by a polynomial similar to a Hanning window.

Periodogram

lombcoeff
Return the Lomb Periodogram value at one frequency for a time series.
lombnormcoeff
Return the normalized Lomb Periodogram value at one frequency for a time series.

Accelerated time-series functions

fastlscomplex
Return a series of least-squares transforms of a complex time series via a divide and conquer algorithm.

Complex time-series functions

lscomplex
Return a series of least-squares transforms of a complex-valued time series.

Real time-series functions

lsreal
Return a series of least-squares transforms of a real-valued time series.

Correlation

lscorrcoeff
Return the coefficient of the wavelet correlation of two complex time series.

Wavelet Transform

lswaveletcoeff
Return the wavelet transform of a complex time series in a given window.

Package: lssa