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SAPA: Library of Lisp functions for spectral analysis and statistics

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 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.

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: ?
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