Bayesian Spectral Inference for Stationary Time Series

Documentation for package ‘beyondWhittle’ version 1.1.3

beyondWhittle-package	Bayesian spectral inference for stationary time series
beyondWhittle	Bayesian spectral inference for stationary time series
fourier_freq	Fourier frequencies
gibbs_ar	Gibbs sampler for an autoregressive model with PACF parametrization.
gibbs_np	Gibbs sampler for Bayesian nonparametric inference with Whittle likelihood
gibbs_npc	Gibbs sampler for Bayesian semiparametric inference with the corrected AR likelihood
gibbs_var	Gibbs sampler for vector autoregressive model.
gibbs_vnp	Gibbs sampler for multivaiate Bayesian nonparametric inference with Whittle likelihood
pacf_to_ar	Convert partial autocorrelation coefficients to AR coefficients.
plot.gibbs_psd	Plot method for gibbs_psd class
print.gibbs_psd	Print method for gibbs_psd class
psd_arma	ARMA(p,q) spectral density function
psd_varma	VARMA(p,q) spectral density function
rmvnorm	Simulate from a Multivariate Normal Distribution
scree_type_ar	Negative log AR likelihood values for scree-type plots
sim_varma	Simulate from a VARMA model
summary.gibbs_psd	Summary method for gibbs_psd class