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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 by Edwards, Meyer, and Christensen (2017)
Package details 


Author  Matthew C. Edwards [aut, cre], Renate Meyer [aut], Nelson Christensen [aut] 
Date of publication  20170718 09:16:27 UTC 
Maintainer  Matthew C. Edwards <[email protected]> 
License  GPL (>= 3) 
Version  0.1.0 
Package repository  View on CRAN 
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