Implementations of a Bayesian parametric (autoregressive), a Bayesian nonparametric (Whittle likelihood with Bernstein-Dirichlet prior) and a Bayesian semiparametric (autoregressive likelihood with Bernstein-Dirichlet correction) procedure are provided. The work is based on the corrected parametric likelihood by C. Kirch et al (2017) <arXiv:1701.04846>. It was supported by DFG grant KI 1443/3-1.
| Version: | 1.0 |
| Imports: | ltsa (≥ 1.4.6), Rcpp (≥ 0.12.5), MASS |
| LinkingTo: | Rcpp |
| Published: | 2018-07-16 |
| Author: | Alexander Meier [aut, cre], Claudia Kirch [aut], Matthew C. Edwards [aut], Renate Meyer [aut] |
| Maintainer: | Alexander Meier <alexander.meier at ovgu.de> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| CRAN checks: | beyondWhittle results |
| Reference manual: | beyondWhittle.pdf |
| Package source: | beyondWhittle_1.0.tar.gz |
| Windows binaries: | r-devel: beyondWhittle_1.0.zip, r-release: beyondWhittle_1.0.zip, r-oldrel: beyondWhittle_1.0.zip |
| OS X binaries: | r-release: beyondWhittle_1.0.tgz, r-oldrel: beyondWhittle_1.0.tgz |
| Old sources: | beyondWhittle archive |
Please use the canonical form https://CRAN.R-project.org/package=beyondWhittle to link to this page.