A package to convert among several representations of an Autoregressive Moving-Average (ARMA) stochastic process; to use the representations to estimate the noise covariance and spectral density; and to whiten a time-series given an ARMA noise model. Also, some features are available to fit ARMA models given an estimate of the covariance or spectral density.
This is not a registered package and is intended for use by a small number of my research collaborators. Still, if it helps you or gets you started on something better, feel free to use according to the terms of the MIT License.
