Dfexample

Dpexample2

Dpexample3

spec.true

<p><code>spec.true</code> is a matrix of coordinates for the spectral density of the
ARMA(3,1) model with AR and MA coefficients (-0.5, 0.4, 0.8) and (0.2)
respectively. This was the model used to simulate the example data sets
<code>Dfexample</code>, <code>Dpexample2</code> and <code>Dpexample3</code>,
which consist of observations of the process at every time point,
at every second time point and every third time point, respectively.</p>

datasets

Synthetic example data

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.

Ben Powell

regspec

Non-Parametric Bayesian Spectrum Estimation for Multirate Data

Guy Nason

Synthetic example data function

Synthetic Data for Testing Functions in the regspec Package. — Synthetic example data

Synthetic Data for Testing Functions in the regspec Package.

Synthetic example data: Synthetic Data for Testing Functions in the regspec Package.

Description

Arguments

Details

References