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regspec (version 2.4)

Non-Parametric Bayesian Spectrum Estimation for Multirate Data

Description

Computes linear Bayesian spectral estimates from multirate data for second-order stationary time series. Provides credible intervals and methods for plotting various spectral estimates.

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Version

Install

install.packages('regspec')

Monthly Downloads

340

Version

2.4

License

GPL-2

Maintainer

Ben Powell

Last Published

October 11th, 2016

Functions in regspec (2.4)

Gaussbound

Compute the Gauss bounds for a random variable.

regspec-package

Non-parametric multirate spectral density estimation via linear Bayes.

Travel data

Visits abroad by UK residents

regspec

Non-parametric Multirate Spectral Density Estimation via Linear Bayes.

basis

Basis maker.

RSI data

Retail Sales Index (RSI) data

Synthetic example data

Synthetic Data for Testing Functions in the regspec Package.

logspec2cov

Compute autocovariance values from the basis coefficients for the log spectrum.

hindcast

Interpolate process values from a set of data, and an expectation and variance specification for the process's log spectrum.