Package: bsplinePsd 0.6.0
bsplinePsd: Bayesian Nonparametric Spectral Density Estimation Using B-Spline Priors
Implementation of a Metropolis-within-Gibbs MCMC algorithm to flexibly estimate the spectral density of a stationary time series. The algorithm updates a nonparametric B-spline prior using the Whittle likelihood to produce pseudo-posterior samples and is based on the work presented in Edwards, M.C., Meyer, R. and Christensen, N., Statistics and Computing (2018). <doi.org/10.1007/s11222-017-9796-9>.
Authors:
bsplinePsd_0.6.0.tar.gz
bsplinePsd_0.6.0.zip(r-4.5)bsplinePsd_0.6.0.zip(r-4.4)bsplinePsd_0.6.0.zip(r-4.3)
bsplinePsd_0.6.0.tgz(r-4.4-x86_64)bsplinePsd_0.6.0.tgz(r-4.4-arm64)bsplinePsd_0.6.0.tgz(r-4.3-x86_64)bsplinePsd_0.6.0.tgz(r-4.3-arm64)
bsplinePsd_0.6.0.tar.gz(r-4.5-noble)bsplinePsd_0.6.0.tar.gz(r-4.4-noble)
bsplinePsd_0.6.0.tgz(r-4.4-emscripten)bsplinePsd_0.6.0.tgz(r-4.3-emscripten)
bsplinePsd.pdf |bsplinePsd.html✨
bsplinePsd/json (API)
NEWS
| # Install 'bsplinePsd' in R: |
| install.packages('bsplinePsd', repos = c('https://mcthedwards.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/mcthedwards/bsplinepsd/issues
Last updated 6 years agofrom:c3a7ef1a9f. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 13 2024 |
| R-4.5-win-x86_64 | OK | Nov 13 2024 |
| R-4.5-linux-x86_64 | OK | Nov 13 2024 |
| R-4.4-win-x86_64 | OK | Nov 13 2024 |
| R-4.4-mac-x86_64 | OK | Nov 13 2024 |
| R-4.4-mac-aarch64 | OK | Nov 13 2024 |
| R-4.3-win-x86_64 | OK | Nov 13 2024 |
| R-4.3-mac-x86_64 | OK | Nov 13 2024 |
| R-4.3-mac-aarch64 | OK | Nov 13 2024 |
Exports:dbsplinegibbs_bspline
Dependencies:Rcpp
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bayesian Nonparametric Spectral Density Estimation Using B-Spline Priors | bsplinePsd-package bsplinePsd |
| Generate a B-spline density basis of any degree | dbspline |
| Metropolis-within-Gibbs sampler for spectral inference of a stationary time series using a B-spline prior | gibbs_bspline |
| Plot method for psd class | plot.psd |
