beyondWhittle-package |
Bayesian spectral inference for time series |

bayes_factor |
a generic method for bdp_dw_result class |

bayes_factor.bdp_dw_result |
Extracting the Bayes factor of k1=1 from bdp_dw_result class |

bdp_dw_bayes_factor_k1 |
Estimating the Bayes factor of hypothesis k1 = 1. |

bdp_dw_est_post_stats |
Calculating the estimated posterior mean, median and credible region (tv-PSD) |

bdp_dw_mcmc_params_gen |
Generate a list of values for MCMC algorithm |

bdp_dw_prior_params_gen |
Generate a list of parameter values in prior elicitation |

beyondWhittle |
Bayesian spectral inference for time series |

fourier_freq |
Fourier frequencies |

gibbs_ar |
Gibbs sampler for an autoregressive model with PACF parametrization. |

gibbs_bdp_dw |
BDP-DW method: performing posterior sampling and calculating statistics based on the posterior samples |

gibbs_np |
Gibbs sampler for Bayesian nonparametric inference with Whittle likelihood |

gibbs_npc |
Gibbs sampler for Bayesian semiparametric inference with the corrected AR likelihood |

gibbs_var |
Gibbs sampler for vector autoregressive model. |

gibbs_vnp |
Gibbs sampler for multivaiate Bayesian nonparametric inference with Whittle likelihood |

local_moving_FT_zigzag |
Calculate the moving Fourier transform ordinates |

pacf_to_ar |
Convert partial autocorrelation coefficients to AR coefficients. |

plot.bdp_dw_result |
Plot method for bdp_dw_result class |

plot.bdp_dw_tv_psd |
Plot method for bdp_dw_tv_psd class |

plot.gibbs_psd |
Plot method for gibbs_psd class |

print.bdp_dw_result |
Print method for bdp_dw_result class |

print.gibbs_psd |
Print method for gibbs_psd class |

psd_arma |
ARMA(p,q) spectral density function |

psd_tvarma12 |
time-varying spectral density function of the tvARMA(1,2) processes for illustrations |

psd_varma |
VARMA(p,q) spectral density function |

rmvnorm |
Simulate from a Multivariate Normal Distribution |

scree_type_ar |
Negative log AR likelihood values for scree-type plots |

sim_tvarma12 |
simulate from the tvARMA(1,2) process for illustration |

sim_varma |
Simulate from a VARMA model |

summary.bdp_dw_result |
Summary method for bdp_dw_result class |

summary.gibbs_psd |
Summary method for gibbs_psd class |