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.

AuthorBen Powell [aut, cre], Guy Nason [aut]
Date of publication2016-10-11 18:56:53
MaintainerBen Powell <ben.powell@bristol.ac.uk>
LicenseGPL-2
Version2.4

View on CRAN

Files

regspec
regspec/inst
regspec/inst/CITATION
regspec/NAMESPACE
regspec/data
regspec/data/Dfexample.rda
regspec/data/Dpexample2.rda
regspec/data/retail.rda
regspec/data/Dpexample3.rda
regspec/data/spec.true.rda
regspec/data/travel.rda
regspec/R
regspec/R/regspec17.R regspec/R/Gaussbound.R regspec/R/logspec2cov.R regspec/R/SARIMAspec.R regspec/R/hindcast.R regspec/R/basis2.R
regspec/MD5
regspec/DESCRIPTION
regspec/man
regspec/man/travel.Rd regspec/man/basis.Rd regspec/man/hindcast.Rd regspec/man/Gaussbound.Rd regspec/man/logspec2cov.Rd regspec/man/Dfexample.Rd regspec/man/retail.Rd regspec/man/regspec-package.Rd regspec/man/regspec.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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