beyondWhittle

Bayesian Spectral Inference for Time Series

CRAN Package

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.


Documentation


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports4 packages
  • Suggests1 package