beyondWhittle (1.1.1)

Bayesian Spectral Inference for Stationary Time Series.

http://cran.r-project.org/web/packages/beyondWhittle

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) and A. Meier (2018) . It was supported by DFG grant KI 1443/3-1.

Maintainer: Alexander Meier
Author(s): Alexander Meier [aut, cre], Claudia Kirch [aut], Matthew C. Edwards [aut], Renate Meyer [aut]

License: GPL (>= 3)

Uses: forecast, ltsa, MASS, MTS, Rcpp

Released 12 days ago.