PSIwgt

<p>Psi-weight calculation for a VARMA model.
NOTE: This is an exact copy of the MTS::PSIwgt function
(only with the plot functionality removed, as not needed).
This has to be done because the MTS package has been removed
from CRAN in April 2022.</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>, A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470> and Y. Tang et al (2023) <doi:10.48550/arXiv.2303.11561>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.

Renate Meyer

beyondWhittle

Bayesian Spectral Inference for Time Series

Alexander Meier

Claudia Kirch

Matthew C. Edwards

Yifu Tang

PSIwgt function

Psi-weight calculation for a VARMA model.
NOTE: This is an exact copy of the MTS::PSIwgt function
(only with the plot functionality removed, as not needed).
This has to be done because the MTS package has been removed
from CRAN in April 2022. — PSIwgt

Psi-weight calculation for a VARMA model.
NOTE: This is an exact copy of the MTS::PSIwgt function
(only with the plot functionality removed, as not needed).
This has to be done because the MTS package has been removed
from CRAN in April 2022.

PSIwgt: Psi-weight calculation for a VARMA model. NOTE: This is an exact copy of the MTS::PSIwgt function (only with the plot functionality removed, as not needed). This has to be done because the MTS package has been removed from CRAN in April 2022.

Description

Usage

Arguments