BayesSpec: Bayesian Spectral Analysis Techniques

An implementation of methods for spectral analysis using the Bayesian framework. It includes functions for modelling spectrum as well as appropriate plotting and output estimates. There is segmentation capability with RJ MCMC (Reversible Jump Markov Chain Monte Carlo). The package takes these methods predominantly from the 2012 paper "AdaptSPEC: Adaptive Spectral Estimation for Nonstationary Time Series" <doi:10.1080/01621459.2012.716340>.

Version: 0.5.3
Imports: mvtnorm (≥ 1.0-5), pscl (≥ 1.4.9), trust (≥ 0.1-7)
Published: 2017-02-22
Author: Rosen, O., Wood, S. and Stoffer, D.
Maintainer: Andrew Ferris <andrew.ferris at>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
CRAN checks: BayesSpec results


Reference manual: BayesSpec.pdf
Package source: BayesSpec_0.5.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: BayesSpec_0.5.3.tgz
OS X Mavericks binaries: r-oldrel: BayesSpec_0.5.3.tgz


Please use the canonical form to link to this page.