Implementation of a Metropolis-within-Gibbs MCMC algorithm to flexibly estimate the spectral density of a stationary time series. The algorithm updates a nonparametric B-spline prior using the Whittle likelihood to produce pseudo-posterior samples and is based on the work presented by Edwards, Meyer, and Christensen (2017)
|Author||Matthew C. Edwards [aut, cre], Renate Meyer [aut], Nelson Christensen [aut]|
|Date of publication||2017-07-18 09:16:27 UTC|
|Maintainer||Matthew C. Edwards <[email protected]>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.