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regspec (version 2.7)

Non-Parametric Bayesian Spectrum Estimation for Multirate Data

Description

Computes linear Bayesian spectral estimates from multirate data for second-order stationary time series. Provides credible intervals and methods for plotting various spectral estimates. Please see the paper `Should we sample a time series more frequently?' (doi below) for a full description of and motivation for the methodology.

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Version

Install

install.packages('regspec')

Monthly Downloads

251

Version

2.7

License

GPL-2

Maintainer

Ben Powell

Last Published

September 20th, 2023

Functions in regspec (2.7)

Synthetic example data

Synthetic Data for Testing Functions in the regspec Package.
basis

Basis maker.
logspec2cov

Compute autocovariance values from the basis coefficients for the log spectrum.
hindcast

Interpolate process values from a set of data, and an expectation and variance specification for the process's log spectrum.
Gaussbound

Compute the Gauss bounds for a random variable.
Travel data

Visits abroad by UK residents
RSI data

Retail Sales Index (RSI) data
regspec

Non-parametric Multirate Spectral Density Estimation via Linear Bayes.
regspec-package

Non-parametric multirate spectral density estimation via linear Bayes.