lpost_AR

<p>Log Posterior = Log Prior + (conditional) Log Likelihood</p>

internal

Implementations of a Bayesian parametric (autoregressive), a Bayesian nonparametric (Whittle likelihood with Bernstein-Dirichlet prior) and a Bayesian semiparametric (autoregressive likelihood with Bernstein-Dirichlet correction) procedure are provided. The work is based on the corrected parametric likelihood by C. Kirch et al (2017) <arXiv:1701.04846>. It was supported by DFG grant KI 1443/3-1.

Alexander Meier

beyondWhittle

Bayesian Spectral Inference for Stationary Time Series

Claudia Kirch

Matthew C. Edwards

Renate Meyer

lpost_AR function

Log Posterior = Log Prior + (conditional) Log Likelihood — lpost_AR

Log Posterior = Log Prior + (conditional) Log Likelihood

lpost_AR: Log Posterior = Log Prior + (conditional) Log Likelihood

Description

Usage

Arguments