vFromP

<p>C++ function for generating  v from p (inverse stick breaking)
NOTE: p is assumed to have length L, i.e. it does NOT contain p_0 !!</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

vFromP function

C++ function for generating  v from p (inverse stick breaking)
NOTE: p is assumed to have length L, i.e. it does NOT contain p_0 !! — vFromP

C++ function for generating  v from p (inverse stick breaking)
NOTE: p is assumed to have length L, i.e. it does NOT contain p_0 !!

vFromP: C++ function for generating v from p (inverse stick breaking) NOTE: p is assumed to have length L, i.e. it does NOT contain p_0 !!

Description

Usage

Arguments