Package: beyondWhittle
Type: Package
Title: Bayesian Spectral Inference for Stationary Time Series
Version: 1.0
Date: 2018-07-12
Authors@R: c(
    person("Alexander", "Meier", email="alexander.meier@ovgu.de", role=c("aut", "cre")),
    person("Claudia", "Kirch", email="claudia.kirch@ovgu.de", role="aut"),
    person("Matthew C.", "Edwards", email="matt.edwards@auckland.ac.nz", role="aut"),
    person("Renate", "Meyer", email="renate.meyer@auckland.ac.nz", role="aut"))
Maintainer: Alexander Meier <alexander.meier@ovgu.de>
Description: Implementations of a Bayesian parametric (autoregressive), a Bayesian nonparametric (Whittle likelihood with Bernstein-Dirichlet prior) and a Bayesian semiparametric (autoregressive likelihood with Bernstein-Dirichlet correction) procedure are provided. The work is based on the corrected parametric likelihood by C. Kirch et al (2017) <arXiv:1701.04846>. It was supported by DFG grant KI 1443/3-1.
License: GPL (>= 3)
Imports: ltsa (>= 1.4.6), Rcpp (>= 0.12.5), MASS
LinkingTo: Rcpp
RoxygenNote: 6.0.1
NeedsCompilation: yes
Packaged: 2018-07-12 09:09:01 UTC; alexander
Author: Alexander Meier [aut, cre],
  Claudia Kirch [aut],
  Matthew C. Edwards [aut],
  Renate Meyer [aut]
Repository: CRAN
Date/Publication: 2018-07-16 18:50:03 UTC
