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
Maybe Matching Threads
- Relating Spectral Density to Chi-Square distribution
- How do I "normalise" a power spectral density analysis?
- noise poser spectral density
- How do I "normalise" a power spectral density
- Default t test in R is Welch's test, not Student's, and can be very problematic