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.

Package details

AuthorBen Powell [aut, cre], Guy Nason [aut]
MaintainerBen Powell <ben.powell@bristol.ac.uk>
LicenseGPL-2
Version2.4
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 May 2, 2019, 5:55 a.m.