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) < https://opendata.uni-halle.de//handle/1981185920/13470>. It was supported by DFG grant KI 1443/3-1.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("beyondWhittle")

1.1 by Alexander Meier, 7 months ago


Browse source code at https://github.com/cran/beyondWhittle


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