Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) <doi:10.1214/18-BA1126> and A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470>. It was supported by DFG grant KI 1443/3-1.
Version: | 1.1.1 |
Imports: | ltsa (≥ 1.4.6), Rcpp (≥ 0.12.5), MASS, MTS, forecast |
LinkingTo: | Rcpp, RcppArmadillo, BH |
Published: | 2019-07-11 |
Author: | Alexander Meier [aut, cre], Claudia Kirch [aut], Matthew C. Edwards [aut], Renate Meyer [aut] |
Maintainer: | Alexander Meier <meier.alexander at posteo.de> |
License: | GPL (≥ 3) |
NeedsCompilation: | yes |
CRAN checks: | beyondWhittle results |
Reference manual: | beyondWhittle.pdf |
Package source: | beyondWhittle_1.1.1.tar.gz |
Windows binaries: | r-devel: beyondWhittle_1.1.1.zip, r-release: beyondWhittle_1.1.1.zip, r-oldrel: beyondWhittle_1.1.1.zip |
macOS binaries: | r-release: beyondWhittle_1.1.1.tgz, r-oldrel: beyondWhittle_1.1.1.tgz |
Old sources: | beyondWhittle archive |
Please use the canonical form https://CRAN.R-project.org/package=beyondWhittle to link to this page.