rhosa: Higher-Order Spectral Analysis in R

This package aims to provide functions to estimate higher-order spectra or polyspectra of multivariate time series, such as bispectrum and bicoherence (Brillinger and Irizarry 1998). They are useful for e.g. detecting nonlinear interaction between stationary time series driven by periodic signals (Abe et al. 2024).

Installation

You can install the released version of rhosa from CRAN with:

install.packages("rhosa")

Alternatively, the development version from GitHub with remotes:

# install.packages("remotes")
remotes::install_github("tabe/rhosa")

Acknowledgement

The author thanks Alessandro E. P. Villa for his generous support to this project.

References