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.


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install.packages("regspec")

2.4 by Ben Powell, 3 years ago


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


Authors: Ben Powell [aut, cre] , Guy Nason [aut]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-2 license



See at CRAN