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beyondWhittle  

Bayesian Spectral Inference for Time Series
View on CRAN: Click here


Download and install beyondWhittle package within the R console
Install from CRAN:
install.packages("beyondWhittle")

Install from Github:
library("remotes")
install_github("cran/beyondWhittle")

Install by package version:
library("remotes")
install_version("beyondWhittle", "1.3.0")



Attach the package and use:
library("beyondWhittle")
Maintained by
Renate Meyer
[Scholar Profile | Author Map]
First Published: 2017-01-23
Latest Update: 2023-05-31
Description:
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) , A. Meier (2018) and Y. Tang et al (2023) . It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.
How to cite:
Renate Meyer (2017). beyondWhittle: Bayesian Spectral Inference for Time Series. R package version 1.3.0, https://cran.r-project.org/web/packages/beyondWhittle. Accessed 04 May. 2025.
Previous versions and publish date:
0.17 (2017-01-23 08:21), 0.18.1 (2017-04-07 10:01), 1.0 (2018-07-16 20:50), 1.1.1 (2019-07-12 00:00), 1.1.2 (2022-01-25 17:32), 1.1.3 (2022-04-04 13:00), 1.1 (2018-11-22 19:10), 1.2.0 (2023-05-31 10:00), 1.2.1 (2024-03-13 20:30)
Other packages that cited beyondWhittle R package
View beyondWhittle citation profile
Other R packages that beyondWhittle depends, imports, suggests or enhances
Complete documentation for beyondWhittle
Functions, R codes and Examples using the beyondWhittle R package
Some associated functions: Adj . PSIwgt . VARMAcov_muted . VAR_regressor_matrix . acceptanceRate . acvBlockMatrix . acvMatrix . arma_conditional . bayes_factor.bdp_dw_result . bayes_factor . bdp_dw_bayes_factor_k1 . bdp_dw_est_post_stats . bdp_dw_mcmc . bdp_dw_mcmc_params_gen . bdp_dw_prior_params_gen . betaBasis_k . betaBasis_k_dw . beyondWhittle-package . center . coarsened_bernstein . coarsened_bernstein_i . complexValuedPsd . cube_from_NumericVector . cx_cube_from_ComplexVector . dbList . dbList_dw_Bern . dbList_dw_Bern_for_lambda . densityMixture . epsilon_var . fast_ft . fast_ift . fast_mean . fourier_freq . genEpsARMAC . get_U_cpp . get_f_matrix . gibbs_AR_nuisance_intern . gibbs_VAR_nuisance_intern . gibbs_ar . gibbs_bdp_dw . gibbs_multivariate_nuisance . gibbs_multivariate_nuisance_cpp . gibbs_np . gibbs_npc . gibbs_nuisance . gibbs_var . gibbs_vnp . hasEigenValueSmallerZero . is_hpd . is_quadratic . is_spd . lik_ar . llike . llike_AR . llike_dw . llike_var . llike_var_full . llike_var_partial . local_moving_FT_zigzag . logDet_stickBreaking . logfuller . lpost . lpost_AR . lprior . lprior_AR . lprior_dw . mdft . midft . missingValues_str_help . mixtureWeight . mpdgrm . my_rdirichlet . nll_norm . omegaFreq . pFromV . pacf2AR . pacf_to_ar . phiFromBeta_normalInverseWishart . plot.bdp_dw_result . plot.bdp_dw_tv_psd . plot.gibbs_psd . plotMPsd . print.bdp_dw_result . print.gibbs_psd . print_mcmc_state . print_summary_gibbs_psd_help . print_warn . psd_arma . psd_array . psd_dummy_model . psd_tvarma12 . psd_varma . psd_varma_help . qpsd . qpsd_dw . qpsd_dw.tilde_zigzag_cpp_expedited . realValuedPsd . rmvnorm . scree_type_ar . sim_tvarma12 . sim_varma . sldmvnorm . summary.bdp_dw_result . summary.gibbs_psd . transfer_polynomial . uci_help . uci_matrix . uniformmax . uniformmax_help . uniformmax_multi . unit_trace_I_l . unit_trace_L_from_x . unit_trace_U_from_phi . unit_trace_log_c . unit_trace_log_d . unit_trace_log_f_l . unit_trace_mu . unit_trace_nu . unit_trace_p . unit_trace_q . unit_trace_runif . unit_trace_runif_single . unit_trace_sigma2 . unit_trace_x_from_phi . unrollPsd . vFromP . varma_transfer2psd . 
Some associated R codes: RcppExports.R . arma.R . bernstein_polynomials.R . dynamicWhittle_MCMC_zigzag.R . dynamicWhittle_S3method.R . dynamicWhittle_miscellanea_zigzag.R . dynamicWhittle_prior_and_mcmc_params.R . fourier_transform.R . gibbs_ar.R . gibbs_ar_algorithm.R . gibbs_ar_help.R . gibbs_np.R . gibbs_np_algorithm.R . gibbs_np_help.R . gibbs_npc.R . gibbs_var.R . gibbs_var_algorithm.R . gibbs_vnp.R . gibbs_vnp_algorithm.R . misc.R . nuisance_models.R . psd_S3.R . scree_type.R . unit_trace.R . varma.R .  Full beyondWhittle package functions and examples
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