beyondWhittle

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) <doi:10.1214/18-BA1126> and A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470>. It was supported by DFG grant KI 1443/3-1.

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Description file content

Package
beyondWhittle
Type
Package
Title
Bayesian Spectral Inference for Stationary Time Series
Version
1.1.1
Date
2019-07-11
Maintainer
Alexander Meier
Description
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.
License
GPL (>= 3)
Imports
ltsa (>= 1.4.6), Rcpp (>= 0.12.5), MASS, MTS, forecast
LinkingTo
Rcpp, RcppArmadillo, BH
RoxygenNote
6.1.1
NeedsCompilation
yes
Packaged
2019-07-11 18:16:47 UTC; alexandermeier
Author
Alexander Meier [aut, cre], Claudia Kirch [aut], Matthew C. Edwards [aut], Renate Meyer [aut]
Repository
CRAN
Date/Publication
2019-07-11 22:00:01 UTC

install.packages('beyondWhittle')

1.1.1

6 days ago

Alexander Meier

GPL (>= 3)

Imports

ltsa (>= 1.4.6), Rcpp (>= 0.12.5), MASS, MTS, forecast

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