In the frequency domain FourierAnalysis computes spectra, linear and non-linear cross-spectral matrices and several linear and non-linear coherence matrices using the sliding-windows Welch method.
Time-frequency representations are obtained applying a filter-bank and the Hilber transform. This way one obtains the analytic signal, the instantaneous amplitude (envelope) and the instantaneous phase, along with several popular linear and non-linear , weighted , univariate and bivariate statistics, such as the mean amplitude , mean direction, phase concentration, the non-linear version of which is a directional statistic known as circular mean resultant length, comodulation and coherence , the non-linear version of which is a synchronization statistic known as phase-locking values or phase coherence .
Such a tool is basic in signal-processing and data science. I wrote if for electroencephalographic data, but it may turn useful to many people. The usage has been kept as simple as possible, without sacrificing relevant options.
The package is in a pre-release stage. If you are willing to reviewing the code and/or the documentation, you are more then welcome!