beyondWhittle: Bayesian Spectral Inference for 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>, A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470> and Y. Tang et al (2023) <doi:10.48550/arXiv.2303.11561>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.
| Version: |
1.3.0 |
| Imports: |
ltsa (≥ 1.4.6), Rcpp (≥ 0.12.5), MASS, forecast |
| LinkingTo: |
Rcpp, RcppArmadillo, BH |
| Suggests: |
testthat (≥ 3.0.0) |
| Published: |
2024-11-25 |
| Author: |
Alexander Meier [aut],
Claudia Kirch [aut],
Matthew C. Edwards [aut],
Renate Meyer [aut, cre],
Yifu Tang [aut] |
| Maintainer: |
Renate Meyer <renate.meyer at auckland.ac.nz> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
yes |
| In views: |
TimeSeries |
| CRAN checks: |
beyondWhittle results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=beyondWhittle
to link to this page.