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.
| Version: | 2.6 |
| Published: | 2022-06-01 |
| Author: | Ben Powell [aut, cre], Guy Nason [aut] |
| Maintainer: | Ben Powell <ben.powell at york.ac.uk> |
| License: | GPL-2 |
| URL: | https://doi.org/10.1111/rssa.12210 |
| NeedsCompilation: | no |
| Citation: | regspec citation info |
| In views: | TimeSeries |
| CRAN checks: | regspec results |
| Reference manual: | regspec.pdf |
| Package source: | regspec_2.6.tar.gz |
| Windows binaries: | r-devel: regspec_2.6.zip, r-release: regspec_2.6.zip, r-oldrel: regspec_2.6.zip |
| macOS binaries: | r-release (arm64): regspec_2.6.tgz, r-oldrel (arm64): regspec_2.6.tgz, r-release (x86_64): regspec_2.6.tgz, r-oldrel (x86_64): regspec_2.6.tgz |
| Old sources: | regspec archive |
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