[R] Cross Spectral Density

stephen sefick ssefick at gmail.com
Wed Jan 30 17:55:26 CET 2008


I would like to compute the CSD of two finite time series. Is this
implemented in R.  Spectrum can handle multivariate input, but
computes the coherence and the phase, but not the cross spectral
density.  Are there any packages out there that can do what I am
asking?
thanks

Stephen Sefick

-- 
Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods.  We are mammals, and have not exhausted the
annoying little problems of being mammals.

								-K. Mullis



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