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.
| Version: |
1.1.3 |
| Imports: |
ltsa (≥ 1.4.6), Rcpp (≥ 0.12.5), MASS, forecast |
| LinkingTo: |
Rcpp, RcppArmadillo, BH |
| Suggests: |
testthat (≥ 3.0.0) |
| Published: |
2022-04-04 |
| Author: |
Alexander Meier [aut, cre],
Claudia Kirch [aut],
Matthew C. Edwards [aut],
Renate Meyer [aut] |
| Maintainer: |
Alexander Meier <meier.alexander at posteo.de> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
yes |
| CRAN checks: |
beyondWhittle results |
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