beyondWhittle: Bayesian Spectral Inference for Time Series
Alexander H. Meier, Claudia Kirch, Matthew C. Edwards, Renate Meyer, Yifu Tang · 2017
Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) , A. Meier (2018) and Y. Tang et al (2023) . It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.