Bayesian Spectral Inference for Stationary Time Series

Documentation for package ‘beyondWhittle’ version 0.18.1

beyondWhittle-package	Bayesian spectral inference for stationary time series
ar_lik	Full likelihood of an autoregressive time series model with i.i.d. normal innovations
ar_screeType	Negative log likelihood values for scree-type plots
beyondWhittle	Bayesian spectral inference for stationary time series
gibbs_AR	Gibbs sampler for an autoregressive model with PACF parametrization.
gibbs_NP	Gibbs sampler for Bayesian nonparametric inference with Whittle likelihood
gibbs_NPC	Gibbs sampler for Bayesian semiparametric inference with the corrected AR likelihood
omegaFreq	Fourier frequencies, rescaled on the unit interval
pacfToAR	Convert partial autocorrelation coefficients to AR coefficients.
psd_arma	Compute the ARMA(p,q) spectral density