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Implementation of a MetropoliswithinGibbs MCMC algorithm to flexibly estimate the spectral density of a stationary time series. The algorithm updates a nonparametric Bspline prior using the Whittle likelihood to produce pseudoposterior samples and is based on the work presented in Edwards, M.C., Meyer, R. and Christensen, N., Statistics and Computing (2018). <doi.org/10.1007/s1122201797969>.
Package details 


Author  Matthew C. Edwards [aut, cre], Renate Meyer [aut], Nelson Christensen [aut] 
Maintainer  Matthew C. Edwards <matt.edwards@auckland.ac.nz> 
License  GPL (>= 3) 
Version  0.6.0 
Package repository  View on CRAN 
Installation 
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