Elec.demand

The Elec.demand data consists of 288 quarterly observations in Ontario from 1971 to 1994.

datasets

Contains functions to perform Bayesian inference
using a spectral analysis of Gaussian process priors.
Gaussian processes are represented with a Fourier series
based on cosine basis functions. Currently the package
includes parametric linear models, partial linear additive
models with/without shape restrictions, generalized linear
additive models with/without shape restrictions, and
density estimation model. To maximize computational
efficiency, the actual Markov chain Monte Carlo sampling
for each model is done using codes written in FORTRAN 90.
This software has been developed using funding supported by
Basic Science Research Program through the National Research
Foundation of Korea (NRF) funded by the Ministry of Education
(no. NRF-2016R1D1A1B03932178 and no. NRF-2017R1D1A3B03035235).

Beomjo Park

bsamGP

Bayesian Spectral Analysis Models using Gaussian Process Priors

Seongil Jo

Taeryon Choi

Elec.demand function

A data frame with 288 observations on the following 7 variables.<dl>
 <dt>quarter</dt>
<dd>date (yyyy-mm) from 1971 to 1994</dd> <dt>enerm</dt>
<dd>electricity demand.</dd> <dt>gdp</dt>
<dd>gross domestic product.</dd> <dt>pelec</dt>
<dd>price of electricity.</dd> <dt>pgas</dt>
<dd>price of natural gas.</dd> <dt>hddqm</dt>
<dd>the number of heating degree days relative to a reference temperature.</dd> <dt>cddqm</dt>
<dd>the number of cooling degree days relative to a reference temperature.</dd> 
</dl>

Format

Electricity demand data — Elec.demand

A data frame with 288 observations on the following 7 variables.<dl>
 <dt>quarter</dt>
<dd>date (yyyy-mm) from 1971 to 1994</dd>

 <dt>enerm</dt>
<dd>electricity demand.</dd>

 <dt>gdp</dt>
<dd>gross domestic product.</dd>

 <dt>pelec</dt>
<dd>price of electricity.</dd>

 <dt>pgas</dt>
<dd>price of natural gas.</dd>

 <dt>hddqm</dt>
<dd>the number of heating degree days relative to a reference temperature.</dd>

 <dt>cddqm</dt>
<dd>the number of cooling degree days relative to a reference temperature.</dd>

 
</dl>

Elec.demand: Electricity demand data

Description

Usage

Arguments

Format

References

Examples