regspec: Non-Parametric Bayesian Spectrum Estimation for Multirate Data

Computes linear Bayesian spectral estimates from multirate data for second-order stationary time series. Provides credible intervals and methods for plotting various spectral estimates. Please see the paper `Should we sample a time series more frequently?' (doi below) for a full description of and motivation for the methodology.

Package details

AuthorBen Powell [aut, cre], Guy Nason [aut]
MaintainerBen Powell <ben.powell@york.ac.uk>
LicenseGPL-2
Version2.7
URL https://doi.org/10.1111/rssa.12210
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("regspec")

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regspec documentation built on Sept. 20, 2023, 5:07 p.m.