bayes_factor.bdp_dw_result

Extracting the Bayes factor of k1=1 from bdp_dw_result class

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

bayes_factor.bdp_dw_result function

<dl><dt>obj</dt>
<dd>object of class bdp_dw_result</dd></dl>

Arguments

Extracting the Bayes factor of k1=1 from bdp_dw_result class — bayes_factor.bdp_dw_result

<dl>

<dt>obj</dt>
<dd>object of class bdp_dw_result</dd>

</dl>

bayes_factor.bdp_dw_result: Extracting the Bayes factor of k1=1 from bdp_dw_result class

Description

Usage

Value

Arguments