[R] cospectrum

Prof Brian Ripley
Wed, 30 Nov 2005 07:33:27 -0000

On Tue, 29 Nov 2005, Ling Jin wrote:

> Hi, Does anyone know which function in R can compute cross-spectrum of
> two time series, and what lib is needed? I found ccf, which only gives
> cross-correlation. I need to carry that further by doing a Fourier
> transform.

?spectrum: Remmeber R has multivariate time series.

By `lib' did you mean `package'?

--
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595