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
Imports: ltsa (≥ 1.4.6), Rcpp (≥ 0.12.5), MASS, MTS, forecast
LinkingTo: Rcpp, RcppArmadillo, BH
Published: 2018-11-22
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_1.1.tar.gz
Windows binaries: r-devel: beyondWhittle_1.1.zip, r-release: beyondWhittle_1.1.zip, r-oldrel: beyondWhittle_1.1.zip
OS X binaries: r-release: beyondWhittle_1.1.tgz, r-oldrel: beyondWhittle_1.1.tgz
Old sources: beyondWhittle archive

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