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

Abe, Takeshi, Yoshiyuki Asai, Alessandra Lintas, and Alessandro E. P.
Villa. 2024. “Detection of Quadratic Phase Coupling by Cross-Bicoherence
and Spectral Granger Causality in Bifrequencies Interactions.”
Scientific Reports 14 (1): 8521.
https://doi.org/10.1038/s41598-024-59004-8.

Brillinger, D. R., and R. A. Irizarry. 1998. “An Investigation of the
Second- and Higher-Order Spectra of Music.” Signal Processing 65 (2):
161–79. https://doi.org/10.1016/S0165-1684(97)00217-X.