CRAN/E | BayesSpec

BayesSpec

Bayesian Spectral Analysis Techniques

Installation

About

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.

Key Metrics

Version 0.5.3
Published 2017-02-22 2403 days ago
Needs compilation? no
License GPL-3
CRAN checks BayesSpec results

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Maintainer

Maintainer

Andrew Ferris

andrew.ferris@sydney.edu.au

Authors

Rosen
O.
Wood
S.
Stoffer
D.

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Imports

mvtnorm ≥ 1.0-5
pscl ≥ 1.4.9
trust ≥ 0.1-7