| acceptanceRate | Computing acceptance rate based on trace Note: Only use for... |
| acvBlockMatrix | Build an nd times nd Block Toeplitz matrix from the (d times... |
| acvMatrix | Build an n times n Toeplitz matrix from the autocovariance... |
| Adj | adjoint of complex matrix |
| arma_conditional | Negative ARMA(p, q) log likelihood |
| bayes_factor | a generic method for bdp_dw_result class |
| bayes_factor.bdp_dw_result | Extracting the Bayes factor of k1=1 from bdp_dw_result class |
| bdp_dw_bayes_factor_k1 | Estimating the Bayes factor of hypothesis "k1 = 1". |
| bdp_dw_est_post_stats | Calculating the estimated posterior mean, median and credible... |
| bdp_dw_mcmc | MH sampler for BDP-DW method |
| bdp_dw_mcmc_params_gen | Generate a list of values for MCMC algorithm |
| bdp_dw_prior_params_gen | Generate a list of parameter values in prior elicitation |
| betaBasis_k | Construct Bernstein polynomial basis of degree k on omega |
| betaBasis_k_dw | Construct Bernstein polynomial basis of degree k on omega |
| beyondWhittle-package | Bayesian spectral inference for time series |
| center | mean center a numerical vector |
| coarsened_bernstein | Construct coarsened Bernstein polynomial basis of degree l on... |
| coarsened_bernstein_i | Helping function for 'coarsened_bernstein' |
| complexValuedPsd | Inverse function to realValuedPsd |
| cube_from_NumericVector | I/O: Only used within Rcpp Note: Same workaround as... |
| cx_cube_from_ComplexVector | I/O: Only used within Rcpp |
| dbList | Construct Bernstein polynomial basises of degree up to kmax... |
| dbList_dw_Bern | Construct Bernstein polynomial bases of degree up to kmax on... |
| dbList_dw_Bern_for_lambda | Construct Bernstein polynomial bases of degree up to kmax on... |
| densityMixture | Construct a density mixture from mixture weights and density... |
| epsilon_var | epsilon process (residuals) of VAR model |
| fast_ft | Fast Fourier Transform |
| fast_ift | Fast Inverse Fourier Transform |
| fast_mean | Help function to compute the mean. |
| fourier_freq | Fourier frequencies |
| genEpsARMAC | Get epsilon process (i.e. model residuals) for ARMA(p,q) |
| get_f_matrix | Construct psd mixture |
| get_U_cpp | Get U from phi, vectorized, cpp internal only |
| gibbs_ar | Gibbs sampler for an autoregressive model with PACF... |
| gibbs_AR_nuisance_intern | Gibbs sampler for Bayesian AR model in PACF parametrization,... |
| gibbs_bdp_dw | BDP-DW method: performing posterior sampling and calculating... |
| gibbs_multivariate_nuisance | Gibbs sampler for corrected parametric likelihood +... |
| gibbs_multivariate_nuisance_cpp | Gibbs sampler in Cpp |
| gibbs_np | Gibbs sampler for Bayesian nonparametric inference with... |
| gibbs_npc | Gibbs sampler for Bayesian semiparametric inference with the... |
| gibbs_nuisance | Gibbs sampler for corrected parametric likelihood +... |
| gibbs_var | Gibbs sampler for vector autoregressive model. |
| gibbs_VAR_nuisance_intern | Gibbs sampling algorithm for VAR model |
| gibbs_vnp | Gibbs sampler for multivaiate Bayesian nonparametric... |
| hasEigenValueSmallerZero | Does a matrix have an eigenvalue smaller than 0? |
| is_hpd | Check if a matrix is Hermitian positive definite |
| is_quadratic | Is l quadratic? |
| is_spd | Check if a matrix is symmetric positive definite |
| lik_ar | Likelihood of an autoregressive time series model with i.i.d.... |
| llike | Log corrected parametric AR likelihood (Gaussian) |
| llike_AR | Time domain AR(p) likelihood for nuisance/noise time series |
| llike_dw | Calculating log likelihood |
| llike_var | VAR(p) likelihood |
| llike_var_full | VAR(p) full likelihood |
| llike_var_partial | VAR(p) partial likelihood (unnormalized) Note: Fine for fixed... |
| local_moving_FT_zigzag | Calculate the moving Fourier transform ordinates |
| logDet_stickBreaking | Log determinant of stick breaking transformation V -> p |
| logfuller | Fuller Logarithm |
| lpost | Log posterior = log prior + log corrected parametric... |
| lpost_AR | Log Posterior = Log Prior + (conditional) Log Likelihood |
| lprior | Log prior of Bernstein-Dirichlet mixture and parametric... |
| lprior_AR | Log prior for PACF (~Beta) and sigma2 (~InverseGamma),... |
| lprior_dw | Calculation of log prior |
| mdft | Multivariate discrete (fast) Fourier Transform |
| midft | Multivariate inverse discrete (fast) Fourier Transform |
| missingValues_str_help | Get string representation for missing values position from... |
| mixtureWeight | Get mixture weights of Bernstein-Dirchlet-Mixtures |
| mpdgrm | Compute Periodgram matrix from (complex-valued) Fourier... |
| my_rdirichlet | Generate a random samples from a Dirichlet distribution |
| nll_norm | Negative log likelihood of iid standard normal observations... |
| omegaFreq | Fourier frequencies rescaled on the unit interval |
| pacf2AR | C++ function for computing AR coefficients from PACF. See... |
| pacf_to_ar | Convert partial autocorrelation coefficients to AR... |
| pFromV | Get p from v in Stick Breaking DP representation |
| phiFromBeta_normalInverseWishart | Convert vector parametrization (beta) to... |
| plot.bdp_dw_result | Plot method for bdp_dw_result class |
| plot.bdp_dw_tv_psd | Plot method for bdp_dw_tv_psd class |
| plot.gibbs_psd | Plot method for gibbs_psd class |
| plotMPsd | Visualization of multivariate PSDs Used in 'plot.gibbs_psd' |
| print.bdp_dw_result | Print method for bdp_dw_result class |
| print.gibbs_psd | Print method for gibbs_psd class |
| print_mcmc_state | Help function to print MCMC state |
| print_summary_gibbs_psd_help | Helping function for print and summary (both are quite... |
| print_warn | Help function to print debugging messages |
| psd_arma | ARMA(p,q) spectral density function |
| psd_array | Convert psd vector to array (compatibility: to use plotMPsd... |
| psd_dummy_model | Time series model X_t=e_t, E[e_t]=0 |
| psd_tvarma12 | time-varying spectral density function of the tvARMA(1,2)... |
| psd_varma | VARMA(p,q) spectral density function |
| psd_varma_help | helping function for psd_varma |
| PSIwgt | Psi-weight calculation for a VARMA model. NOTE: This is an... |
| qpsd | Compute normalized PSD in the Bernstein-Dirichlet... |
| qpsd_dw | Evaluation of normalized time-varying spectral density... |
| qpsd_dw.tilde_zigzag_cpp_expedited | Evaluation of normalized time-varying spectral density... |
| realValuedPsd | Store imaginary parts above and real parts below the diagonal |
| rmvnorm | Simulate from a Multivariate Normal Distribution |
| scree_type_ar | Negative log AR likelihood values for scree-type plots |
| sim_tvarma12 | simulate from the tvARMA(1,2) process for illustration |
| sim_varma | Simulate from a VARMA model |
| sldmvnorm | sum of multivariate normal log densities with mean 0 and... |
| summary.bdp_dw_result | Summary method for bdp_dw_result class |
| summary.gibbs_psd | Summary method for gibbs_psd class |
| transfer_polynomial | VARMA transfer polynomials |
| uci_help | Helping function for 'uci_matrix' |
| uci_matrix | Uniform credible intervals in matrix-valued case |
| uniformmax | Uniform maximum, as needed for uniform credible intervals |
| uniformmax_help | Helping function for 'uci_matrix' |
| uniformmax_multi | Helping function for 'uci_matrix' |
| unit_trace_I_l | Range intervals I_l, see (63) in Mittelbach et al. |
| unit_trace_L_from_x | Get L (lower triangular Cholesky) from x Called U^* in... |
| unit_trace_log_c | Get log(c) vector, see (70) in Mittelbach et al. Helping... |
| unit_trace_log_d | Get log(d) vector, see (39) in Mittelbach et al, adjusted to... |
| unit_trace_log_f_l | Get log(f_l), see (66) in Mittelbach et al. Helping function... |
| unit_trace_mu | Get mu vector, see (36) in Mittelbach et al. Helping function... |
| unit_trace_nu | Get log(nu) vector, see (38) in Mittelbach et al. Helping... |
| unit_trace_p | Get p vector, see (67) in Mittelbach et al. |
| unit_trace_q | Get q vector, see (68) in Mittelbach et al. |
| unit_trace_runif | Draw uniformly from Hpd matrices with unit trace |
| unit_trace_runif_single | Obtain one uniform draw from d times d Hpd matrices with unit... |
| unit_trace_sigma2 | Get sigma2 vector, see (70) in Mittelbach et al. Helping... |
| unit_trace_U_from_phi | Get U (Hpd with unit trace) matrix from phi (hyperspherical... |
| unit_trace_x_from_phi | Get x from phi, see (62) in Mittelbach et al. |
| unrollPsd | Redundantly roll out a PSD from length N=floor(n/2) to length... |
| VARMAcov_muted | This is a nearly exact copy of the MTS::VARMAcov function,... |
| varma_transfer2psd | Get VARMA PSD from transfer polynomials Helping function for... |
| VAR_regressor_matrix | VAR regressor matrix, see Section 2.2.3 in Koop and Korobilis... |
| vFromP | Get v from p (DP inverse stick breaking) Note: p is assumed... |
