Implementation of a MetropoliswithinGibbs MCMC algorithm to estimate the spectral density of a stationary time series using Pspline priors. The algorithm makes use of the Whittle likelihood to produce pseudoposterior samples and is based on the work presented in MaturanaRussel, P. and Meyer, R. arXiv:1905.01832. This package follows the bsplinePsd package structure.
Package details 


Author  Patricio MaturanaRussel [aut, cre], Renate Meyer [aut] 
Maintainer  Patricio MaturanaRussel <[email protected]> 
License  GPL (>= 3) 
Version  0.1.0 
Package repository  View on GitHub 
Installation 
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