beyondWhittle: Bayesian Spectral Inference for Stationary Time Series

Implementations of a Bayesian parametric (autoregressive), a Bayesian nonparametric (Whittle likelihood with Bernstein-Dirichlet prior) and a Bayesian semiparametric (autoregressive likelihood with Bernstein-Dirichlet correction) procedure are provided. The work is based on the corrected parametric likelihood by C. Kirch et al (2017) <arXiv:1701.04846>. It was supported by DFG grant KI 1443/3-1.

Version: 0.18.1
Imports: ltsa (≥ 1.4.6), Rcpp (≥ 0.12.5)
LinkingTo: Rcpp
Published: 2017-04-07
Author: Alexander Meier [aut, cre], Claudia Kirch [aut], Matthew C. Edwards [aut], Renate Meyer [aut]
Maintainer: Alexander Meier <alexander.meier at ovgu.de>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: beyondWhittle results

Downloads:

Reference manual: beyondWhittle.pdf
Package source: beyondWhittle_0.18.1.tar.gz
Windows binaries: r-devel: beyondWhittle_0.18.1.zip, r-release: beyondWhittle_0.18.1.zip, r-oldrel: beyondWhittle_0.18.1.zip
OS X El Capitan binaries: r-release: beyondWhittle_0.18.1.tgz
OS X Mavericks binaries: r-oldrel: beyondWhittle_0.18.1.tgz
Old sources: beyondWhittle archive

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