regspec: Non-Parametric Bayesian Spectrum Estimation for Multirate Data

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Computes linear Bayesian spectral estimates from multirate data for second-order stationary time series. Provides credible intervals and methods for plotting various spectral estimates.

Author
Ben Powell [aut, cre], Guy Nason [aut]
Date of publication
2016-10-11 18:56:53
Maintainer
Ben Powell <ben.powell@bristol.ac.uk>
License
GPL-2
Version
2.4

View on CRAN

Man pages

basis
Basis maker.
Dfexample
Synthetic Data for Testing Functions in the regspec Package.
Gaussbound
Compute the Gauss bounds for a random variable.
hindcast
Interpolate process values from a set of data, and an...
logspec2cov
Compute autocovariance values from the basis coefficients for...
regspec
Non-parametric Multirate Spectral Density Estimation via...
regspec-package
Non-parametric multirate spectral density estimation via...
retail
Retail Sales Index (RSI) data
travel
Visits abroad by UK residents

Files in this package

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