bspec: Bayesian Spectral Inference

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Bayesian inference on the (discrete) power spectrum of time series.

Author
Christian Roever
Date of publication
2015-04-30 09:06:49
Maintainer
Christian Roever <christian.roever@med.uni-goettingen.de>
License
GPL (>= 2)
Version
1.5

View on CRAN

Man pages

acf
Posterior autocovariances
bspec
Computing the spectrum's posterior distribution
bspec-package
Bayesian Spectral Inference
empiricalspectrum
Compute the "empirical" spectrum of a time series.
expectation
Expectations and variances of distributions
likelihood
Prior, likelihood and posterior
matchedfilter
Filter a noisy time series for a signal of given shape
onesided
Conversion between one- and two-sided spectra
ppsample
Posterior predictive sampling
quantile
Quantiles of the posterior spectrum
sample
Posterior sampling
snr
Compute the signal-to-noise ratio (SNR) of a signal
temper
Tempering of (posterior) distributions
temperature
Querying the tempering parameter
welchPSD
Power spectral density estimation using Welch's method.
windowing
Compute windowing functions for spectral time series...

Files in this package

bspec
bspec/inst
bspec/inst/CITATION
bspec/NAMESPACE
bspec/R
bspec/R/BayesSpecS3.R
bspec/MD5
bspec/DESCRIPTION
bspec/man
bspec/man/bspec-package.Rd
bspec/man/onesided.Rd
bspec/man/quantile.Rd
bspec/man/windowing.Rd
bspec/man/matchedfilter.Rd
bspec/man/likelihood.Rd
bspec/man/expectation.Rd
bspec/man/ppsample.Rd
bspec/man/acf.Rd
bspec/man/bspec.Rd
bspec/man/temperature.Rd
bspec/man/empiricalspectrum.Rd
bspec/man/welchPSD.Rd
bspec/man/sample.Rd
bspec/man/temper.Rd
bspec/man/snr.Rd