**CMU Artificial Intelligence Repository**

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## SAPA: Library of Lisp functions for spectral analysis and
statistics

lang/lisp/code/math/sapa/

Sapaclisp is a collection of Common Lisp functions that can be used to
carry out many of the computations described in the SAPA book
Donald B. Percival and Andrew T. Walden, "Spectral Analysis for
Physical Applications: Multitaper and Conventional Univariate
Techniques", Cambridge University Press, Cambridge, England, 1993.
The SAPA book uses a number of time series as examples
of various spectral analysis techniques. The most important of
these series are also available from StatLib by sending the command
send sapa from datasets
to the Internet address
statlib@lib.stat.cmu.edu
Sapaclisp features functions for converting to/from decibels, the
Fortran sign function, log of the gamma function, manipulating
polynomials, root finding, simple numerical integration, matrix
functions, Cholesky and modified Gram-Schmidt (i.e., Q-R) matrix
decompositions, sample means and variances, sample medians,
computation of quantiles from various distributions, linear least
squares, discrete Fourier transform, fast Fourier transform, chirp
transform, low-pass filters, high-pass filters, band-pass filters,
sample autocovariance sequence, autoregressive spectral estimates,
least squares, forward/backward least squares, Burg's algorithm, the
Yule-Walker method, periodogram, direct spectral estimates, lag window
spectral estimates, WOSA spectral estimates, sample cepstrum, time
series bandwidth, cumulative periodogram test statistic for white
noise, and Fisher's g statistic.
Origin:
lib.stat.cmu.edu:/sapaclisp/everything

Version: 1.0 (21-JUL-93)
Requires: Common Lisp
Ports: Tested in MCL, Symbolics Genera 8.1.1, and Allegro CL.
Copying: Copyright (c) 1993 by Donald B. Percival
Use, copying, modification, and distribution permitted.
CD-ROM: Prime Time Freeware for AI, Issue 1-1
Author(s): Donald B. Percival
Applied Physics Laboratory
HN-10
University of Washington
Seattle, WA 98195
Keywords:
Authors!Percival, Autocovariance,
Autoregressive Spectral Estimates, Band-Pass Filters,
Burg's Algorithm, Cepstrum, Cholesky Matrix Decomposition,
Decibels, Discrete Fourier Transform, Fast Fourier Transform,
Fisher's g Statistic, Gamma Function,
Gram-Schmidt Matrix Decomposition, High-Pass Filters,
Least Squares Method, Lisp!Code, Lisp!Math, Low-Pass Filters,
Math, Matrices, Mean, Median, Numerical Integration,
Periodogram, Polynomials, Root Finding, SAPA,
Spectral Analysis, Statistics, Time Series Bandwidth,
Variance, Yule-Walker Method
References: ?

Last Web update on Mon Feb 13 10:30:27 1995

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