Man pages for beyondWhittle
Bayesian Spectral Inference for Stationary Time Series

acceptanceRateComputing acceptance rate based on trace Note: Only use for...
acvBlockMatrixBuild an nd times nd Block Toeplitz matrix from the (d times...
acvMatrixBuild an n times n Toeplitz matrix from the autocovariance...
Adjadjoint of complex matrix
arma_conditionalNegative ARMA(p, q) log likelihood
betaBasis_kConstruct Bernstein polynomial basis of degree k on omega
beyondWhittle-packageBayesian spectral inference for stationary time series
centermean center a numerical vector
coarsened_bernsteinConstruct coarsened Bernstein polynomial basis of degree l on...
coarsened_bernstein_iHelping function for 'coarsened_bernstein'
complexValuedPsdInverse function to realValuedPsd
cube_from_NumericVectorI/O: Only used within Rcpp Note: Same workaround as...
cx_cube_from_ComplexVectorI/O: Only used within Rcpp
dbListConstruct Bernstein polynomial basises of degree up to kmax...
densityMixtureConstruct a density mixture from mixture weights and density...
epsilon_varepsilon process (residuals) of VAR model
fast_ftFast Fourier Transform
fast_iftFast Inverse Fourier Transform
fast_meanHelp function to compute the mean.
fourier_freqFourier frequencies
genEpsARMACGet epsilon process (i.e. model residuals) for ARMA(p,q)
get_f_matrixConstruct psd mixture
get_U_cppGet U from phi, vectorized, cpp internal only
gibbs_arGibbs sampler for an autoregressive model with PACF...
gibbs_AR_nuisance_internGibbs sampler for Bayesian AR model in PACF parametrization,...
gibbs_multivariate_nuisanceGibbs sampler for corrected parametric likelihood +...
gibbs_multivariate_nuisance_cppGibbs sampler in Cpp
gibbs_npGibbs sampler for Bayesian nonparametric inference with...
gibbs_npcGibbs sampler for Bayesian semiparametric inference with the...
gibbs_nuisanceGibbs sampler for corrected parametric likelihood +...
gibbs_varGibbs sampler for vector autoregressive model.
gibbs_VAR_nuisance_internGibbs sampling algorithm for VAR model
gibbs_vnpGibbs sampler for multivaiate Bayesian nonparametric...
hasEigenValueSmallerZeroDoes a matrix have an eigenvalue smaller than 0?
is_hpdCheck if a matrix is Hermitian positive definite
is_quadraticIs l quadratic?
is_spdCheck if a matrix is symmetric positive definite
lik_arLikelihood of an autoregressive time series model with i.i.d....
llikeLog corrected parametric AR likelihood (Gaussian)
llike_ARTime domain AR(p) likelihood for nuisance/noise time series
llike_varVAR(p) likelihood
llike_var_fullVAR(p) full likelihood
llike_var_partialVAR(p) partial likelihood (unnormalized) Note: Fine for fixed...
logDet_stickBreakingLog determinant of stick breaking transformation V -> p
logfullerFuller Logarithm
lpostLog posterior = log prior + log corrected parametric...
lpost_ARLog Posterior = Log Prior + (conditional) Log Likelihood
lpriorLog prior of Bernstein-Dirichlet mixture and parametric...
lprior_ARLog prior for PACF (~Beta) and sigma2 (~InverseGamma),...
mdftMultivariate discrete (fast) Fourier Transform
midftMultivariate inverse discrete (fast) Fourier Transform
missingValues_str_helpGet string representation for missing values position from...
mixtureWeightGet mixture weights of Bernstein-Dirchlet-Mixtures
mpdgrmCompute Periodgram matrix from (complex-valued) Fourier...
my_rdirichletGenerate a random samples from a Dirichlet distribution
nll_normNegative log likelihood of iid standard normal observations...
omegaFreqFourier frequencies rescaled on the unit interval
pacf2ARC++ function for computing AR coefficients from PACF. See...
pacf_to_arConvert partial autocorrelation coefficients to AR...
pFromVGet p from v in Stick Breaking DP representation
phiFromBeta_normalInverseWishartConvert vector parametrization (beta) to...
plot.gibbs_psdPlot method for gibbs_psd class
plotMPsdVisualization of multivariate PSDs Used in 'plot.gibbs_psd'
print.gibbs_psdPrint method for gibbs_psd class
print_mcmc_stateHelp function to print MCMC state
print_summary_gibbs_psd_helpHelping function for print and summary (both are quite...
print_warnHelp function to print debugging messages
psd_armaARMA(p,q) spectral density function
psd_arrayConvert psd vector to array (compatibility: to use plotMPsd...
psd_dummy_modelTime series model X_t=e_t, E[e_t]=0
psd_varmaVARMA(p,q) spectral density function
psd_varma_helphelping function for psd_varma
qpsdCompute normalized PSD in the Bernstein-Dirichlet...
realValuedPsdStore imaginary parts above and real parts below the diagonal
rmvnormSimulate from a Multivariate Normal Distribution
scree_type_arNegative log AR likelihood values for scree-type plots
sim_varmaSimulate from a VARMA model
sldmvnormsum of multivariate normal log densities with mean 0 and...
summary.gibbs_psdSummary method for gibbs_psd class
transfer_polynomialVARMA transfer polynomials
uci_helpHelping function for 'uci_matrix'
uci_matrixUniform credible intervals in matrix-valued case
uniformmaxUniform maximum, as needed for uniform credible intervals
uniformmax_helpHelping function for 'uci_matrix'
uniformmax_multiHelping function for 'uci_matrix'
unit_trace_I_lRange intervals I_l, see (63) in Mittelbach et al.
unit_trace_L_from_xGet L (lower triangular Cholesky) from x Called U^* in...
unit_trace_log_cGet log(c) vector, see (70) in Mittelbach et al. Helping...
unit_trace_log_dGet log(d) vector, see (39) in Mittelbach et al, adjusted to...
unit_trace_log_f_lGet log(f_l), see (66) in Mittelbach et al. Helping function...
unit_trace_muGet mu vector, see (36) in Mittelbach et al. Helping function...
unit_trace_nuGet log(nu) vector, see (38) in Mittelbach et al. Helping...
unit_trace_pGet p vector, see (67) in Mittelbach et al.
unit_trace_qGet q vector, see (68) in Mittelbach et al.
unit_trace_runifDraw uniformly from Hpd matrices with unit trace
unit_trace_runif_singleObtain one uniform draw from d times d Hpd matrices with unit...
unit_trace_sigma2Get sigma2 vector, see (70) in Mittelbach et al. Helping...
unit_trace_U_from_phiGet U (Hpd with unit trace) matrix from phi (hyperspherical...
unit_trace_x_from_phiGet x from phi, see (62) in Mittelbach et al.
unrollPsdRedundantly roll out a PSD from length N=floor(n/2) to length...
VARMAcov_mutedThis is a nearly exact copy of the MTS::VARMAcov function,...
varma_transfer2psdGet VARMA PSD from transfer polynomials Helping function for...
VAR_regressor_matrixVAR regressor matrix, see Section 2.2.3 in Koop and Korobilis...
vFromPGet v from p (DP inverse stick breaking) Note: p is assumed...
beyondWhittle documentation built on July 12, 2019, 1:02 a.m.