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pmtmPH.m

version 1.0.0.0 (2.28 KB) by Peter Huybers
Spectral estimation using the Thomson multi-taper method with accurate error estimates.

5 Downloads

Updated 10 Jan 2003

No License

Fixes an acknowledged bug in pmtm.m wherein the chi-squared confidence limits are incorrectly computed.

Also, a plotting option is included which displays the confidence interval using background shading and which provides a visual indicator of the bandwidth size.

Comments and Ratings (1)

Jelmer Wind

Nice code; just what I needed. The reference to Percival and Walden (1993) on line 88 has an empty space where the page number should be. It is p. 370.

MATLAB Release Compatibility
Created with R12
Compatible with any release
Platform Compatibility
Windows macOS Linux