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bspec (version 1.5)

Bayesian Spectral Inference

Description

Bayesian inference on the (discrete) power spectrum of time series.

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Version

Install

install.packages('bspec')

Monthly Downloads

1,053

Version

1.5

License

GPL (>= 2)

Maintainer

Christian Roever

Last Published

April 30th, 2015

Functions in bspec (1.5)

empiricalSpectrum

Compute the "empirical" spectrum of a time series.

matchedfilter

Filter a noisy time series for a signal of given shape

likelihood

Prior, likelihood and posterior

sample.bspec

Posterior sampling

ppsample

Posterior predictive sampling

acf.bspec

Posterior autocovariances

bspec

Computing the spectrum's posterior distribution

one.sided

Conversion between one- and two-sided spectra

expectation

Expectations and variances of distributions

welchPSD

Power spectral density estimation using Welch's method.

temperature

Querying the tempering parameter

bspec-package

Bayesian Spectral Inference

tukeywindow

Compute windowing functions for spectral time series analysis.

temper

Tempering of (posterior) distributions

snr

Compute the signal-to-noise ratio (SNR) of a signal

quantile.bspec

Quantiles of the posterior spectrum