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bspec (version 1.6)

Bayesian Spectral Inference

Description

Bayesian inference on the (discrete) power spectrum of time series.

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Version

Install

install.packages('bspec')

Monthly Downloads

1,010

Version

1.6

License

GPL (>= 2)

Maintainer

Christian Roever

Last Published

April 20th, 2022

Functions in bspec (1.6)

matchedfilter

Filter a noisy time series for a signal of given shape
acf.bspec

Posterior autocovariances
bspec-package

Bayesian Spectral Inference
expectation

Expectations and variances of distributions
bspec

Computing the spectrum's posterior distribution
empiricalSpectrum

Compute the "empirical" spectrum of a time series.
likelihood

Prior, likelihood and posterior
temperature

Querying the tempering parameter
temper

Tempering of (posterior) distributions
ppsample

Posterior predictive sampling
quantile.bspec

Quantiles of the posterior spectrum
sample.bspec

Posterior sampling
snr

Compute the signal-to-noise ratio (SNR) of a signal
one.sided

Conversion between one- and two-sided spectra
welchPSD

Power spectral density estimation using Welch's method.
tukeywindow

Compute windowing functions for spectral time series analysis.