uniformmax

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Implementation of a Metropolis-within-Gibbs MCMC algorithm to flexibly estimate the spectral density of a stationary time series.  The algorithm updates a nonparametric B-spline prior using the Whittle likelihood to produce pseudo-posterior samples and is based on the work presented in Edwards, M.C., Meyer, R. and Christensen, N., Statistics and Computing (2018). <doi.org/10.1007/s11222-017-9796-9>.

Matthew C. Edwards

uniformmax: Help function: Uniform maximum

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