fourier_freq

Fourier frequencies on [0,pi], as defined by 2*pi*j/n for j=0,...,floor(n/2).

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

fourier_freq function

<dl><dt>n</dt>
<dd>integer</dd></dl>

Arguments

Fourier frequencies — fourier_freq

<dl>

<dt>n</dt>
<dd>integer</dd>

</dl>

fourier_freq: Fourier frequencies

Description

Usage

Value

Arguments