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CRAN: Package beyondWhittle

beyondWhittle: Bayesian Spectral Inference for 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>, A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470> and Y. Tang et al (2023) <doi:10.48550/arXiv.2303.11561>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.

Version: 1.3.0 Imports: ltsa (≥ 1.4.6), Rcpp (≥ 0.12.5), MASS, forecast LinkingTo: Rcpp, RcppArmadillo, BH Suggests: testthat (≥ 3.0.0) Published: 2024-11-25 DOI: 10.32614/CRAN.package.beyondWhittle Author: Alexander Meier [aut], Claudia Kirch [aut], Matthew C. Edwards [aut], Renate Meyer [aut, cre], Yifu Tang [aut] Maintainer: Renate Meyer <renate.meyer at auckland.ac.nz> License: GPL (≥ 3) NeedsCompilation: yes In views: TimeSeries CRAN checks: beyondWhittle results Documentation: Downloads: Linking:

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