gibbs_AR_nuisance_intern: Gibbs sampler for Bayesian AR model in PACF parametrization,...
In beyondWhittle: Bayesian Spectral Inference for Time Series

gibbs_AR_nuisance_intern

R Documentation

Gibbs sampler for Bayesian AR model in PACF parametrization, including support for TS to be a nuisance parameter

Gibbs sampler for Bayesian AR model in PACF parametrization, including support for TS to be a nuisance parameter

gibbs_AR_nuisance_intern(
  data,
  mcmc_params,
  prior_params,
  model_params,
  full_lik = F
)

beyondWhittle documentation built on May 31, 2023, 6:51 p.m.

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