beyondWhittle: Bayesian Spectral Inference for 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>, A. Meier (2018) <> and Y. Tang et al (2023) <arXiv:2303.11561>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.

Package details

AuthorAlexander Meier [aut], Claudia Kirch [aut], Matthew C. Edwards [aut], Renate Meyer [aut, cre], Yifu Tang [aut]
MaintainerRenate Meyer <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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beyondWhittle documentation built on May 31, 2023, 6:51 p.m.