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: 1.1.3
Imports: ltsa (≥ 1.4.6), Rcpp (≥ 0.12.5), MASS, forecast
LinkingTo: Rcpp, RcppArmadillo, BH
Suggests: testthat (≥ 3.0.0)
Published: 2022-04-04
Author: Alexander Meier [aut, cre], Claudia Kirch [aut], Matthew C. Edwards [aut], Renate Meyer [aut]
Maintainer: Alexander Meier <meier.alexander at posteo.de>
License: GPL (≥ 3)
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: beyondWhittle results

Documentation:

Reference manual: beyondWhittle.pdf

Downloads:

Package source: beyondWhittle_1.1.3.tar.gz
Windows binaries: r-devel: beyondWhittle_1.1.3.zip, r-release: beyondWhittle_1.1.3.zip, r-oldrel: beyondWhittle_1.1.3.zip
macOS binaries: r-release (arm64): beyondWhittle_1.1.3.tgz, r-oldrel (arm64): beyondWhittle_1.1.3.tgz, r-release (x86_64): beyondWhittle_1.1.3.tgz, r-oldrel (x86_64): beyondWhittle_1.1.3.tgz
Old sources: beyondWhittle archive

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