jSpectral is a module of jLab.

   jSpectral:  Multitaper spectral analysis, and other time series tools
   Multitaper spectral analysis
    sleptap    - Calculate Slepian tapers.                                        
    mspec      - Multitaper power and cross spectra.
    mconf      - Confidence intervals for the multitaper spectral estimate.
   Multitaper polarization analysis
    msvd       - Singular value decomposition for polarization analysis.   
    polparams  - Spectral matrix polarization parameters.                         
    specdiag   - Diagonalize a 2 x 2 spectral matrix.        
  Assorted other transforms 
    slidetrans  - Sliding-window ('moving-window') Fourier transform.   
    anatrans    - Analytic part of signal.                                         
    wigdist     - Wigner distribution (alias-free algorithm).   
  Time series analysis utilities
    doublen     - Interpolates a time series to double its length.                 
    fourier     - The one-sided Fourier frequencies for a given length time series.
    sampletimes - Computes mean sampling intervals and their statistics.          
   Plotting tools 
    twospecplot - Plots a pair of rotary or Cartesian spectra.  
   See also jWavelet, jEllipse, jMatern.

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