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bsplinePsd  

Bayesian Nonparametric Spectral Density Estimation Using B-Spline Priors
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bsplinePsd", "0.6.0")



Attach the package and use:
library("bsplinePsd")
Maintained by
Matthew C. Edwards
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-07-18
Latest Update: 2018-10-18
Description:
Implementation of a Metropolis-within-Gibbs MCMC algorithm to flexibly estimate the spectral density of a stationary time series. The algorithm updates a nonparametric B-spline prior using the Whittle likelihood to produce pseudo-posterior samples and is based on the work presented in Edwards, M.C., Meyer, R. and Christensen, N., Statistics and Computing (2018). .
How to cite:
Matthew C. Edwards (2017). bsplinePsd: Bayesian Nonparametric Spectral Density Estimation Using B-Spline Priors. R package version 0.6.0, https://cran.r-project.org/web/packages/bsplinePsd. Accessed 03 Dec. 2024.
Previous versions and publish date:
0.1.0 (2017-07-18 11:16), 0.2.0 (2018-02-23 13:55), 0.5.0 (2018-04-06 12:39)
Other packages that cited bsplinePsd R package
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Other R packages that bsplinePsd depends, imports, suggests or enhances
Complete documentation for bsplinePsd
Functions, R codes and Examples using the bsplinePsd R package
Some associated functions: bsplinePsd-package . dbspline . densityMixture . fast_ft . gibbs_bspline . llike . logfuller . lpost . lprior . mixtureWeight . pFromV . plot.psd . psd_arma . qpsd . uniformmax . unrollPsd . 
Some associated R codes: RcppExports.R . gibbs_bspline.R . internal_gibbs_core.R . internal_gibbs_s3.R . internal_gibbs_util.R .  Full bsplinePsd package functions and examples
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