lprior

<p>Log prior of Bernstein-Dirichlet mixture and parametric working model -- all unnormalized</p>

internal

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> and A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470>. 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

lprior function

Log prior of Bernstein-Dirichlet mixture and parametric working model -- all unnormalized — lprior

Log prior of Bernstein-Dirichlet mixture and parametric working model -- all unnormalized

lprior: Log prior of Bernstein-Dirichlet mixture and parametric working model -- all unnormalized

Description

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Arguments

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