unit_trace_sigma2

<p>Get sigma2 vector, see (70) in Mittelbach et al.
Helping function for <code>unit_trace_runif</code></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

unit_trace_sigma2 function

Get sigma2 vector, see (70) in Mittelbach et al.
Helping function for <code>unit_trace_runif</code> — unit_trace_sigma2

Get sigma2 vector, see (70) in Mittelbach et al.
Helping function for <code>unit_trace_runif</code>

unit_trace_sigma2: Get sigma2 vector, see (70) in Mittelbach et al. Helping function for `unit_trace_runif`

Description

Usage

Arguments