Bayesian Spectral Inference for Stationary Time Series

Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) and A. Meier (2018) <>. It was supported by DFG grant KI 1443/3-1.


Reference manual

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1.1.1 by Alexander Meier, a year ago

Browse source code at

Authors: Alexander Meier [aut, cre] , Claudia Kirch [aut] , Matthew C. Edwards [aut] , Renate Meyer [aut]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports ltsa, Rcpp, MASS, MTS, forecast

Linking to Rcpp, RcppArmadillo, BH

See at CRAN