beyondWhittle: Bayesian Spectral Inference for Stationary Time Series

Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) <doi:10.1214/18-BA1126> and A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470>. It was supported by DFG grant KI 1443/3-1.

Package details

AuthorAlexander Meier [aut, cre], Claudia Kirch [aut], Matthew C. Edwards [aut], Renate Meyer [aut]
MaintainerAlexander Meier <[email protected]>
LicenseGPL (>= 3)
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("beyondWhittle")

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beyondWhittle documentation built on Nov. 23, 2018, 1:07 a.m.