regspec: Non-Parametric Bayesian Spectrum Estimation for Multirate 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.

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

Documentation:

Reference manual: regspec.pdf

Downloads:

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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