Package: regspec 2.7

Ben Powell

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.

Authors:Ben Powell [aut, cre], Guy Nason [aut]

regspec_2.7.tar.gz
regspec_2.7.tar.gz(r-4.5-noble)regspec_2.7.tar.gz(r-4.4-noble)
regspec_2.7.tgz(r-4.4-emscripten)regspec_2.7.tgz(r-4.3-emscripten)
regspec.pdf |regspec.html✨
regspec/json (API)

# Install 'regspec' in R:
install.packages('regspec', repos = 'https://cloud.r-project.org')
Datasets:
  • Dfexample - Synthetic Data for Testing Functions in the regspec Package.
  • Dpexample2 - Synthetic Data for Testing Functions in the regspec Package.
  • Dpexample3 - Synthetic Data for Testing Functions in the regspec Package.
  • retail - Retail Sales Index (RSI) data
  • spec.true - Synthetic Data for Testing Functions in the regspec Package.
  • trav.mly - Visits abroad by UK residents
  • trav.qly - Visits abroad by UK residents

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 274 downloads 1 mentions 5 exports 0 dependencies

Last updated 2 years agofrom:e470a388de. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 16 2025
R-4.5-linuxOKMar 16 2025
R-4.4-linuxOKMar 16 2025

Exports:basisGaussboundhindcastlogspec2covregspec

Dependencies:

Citation

To cite the 'regspec' package in publications use:

Powell B, Nason G, Elliott D, Smith P (2023). Non-parametric Bayesian Spectrum Estimation for Multirate Data. R package version 2.7, https://CRAN.R-project.org/package=regspec.

Nason GP, Powell B, Elliott D, Smith P (2017). “Should we sample a time series more frequently? Decision support via multirate spectrum estimation.” Journal of the Royal Statistical Society, Series A, 180, 353–407. https://academic.oup.com/jrsssa/article/180/2/353/7068239.

Corresponding BibTeX entries: 

  @Manual{,
    title = {Non-parametric Bayesian Spectrum Estimation for Multirate
      Data},
    author = {Ben Powell and Guy Nason and Duncan Elliott and Paul
      Smith},
    year = {2023},
    note = {R package version 2.7},
    url = {https://CRAN.R-project.org/package=regspec},
  }

  @Article{,
    title = {Should we sample a time series more frequently? Decision
      support via multirate spectrum estimation},
    author = {G. P. Nason and B. Powell and D. Elliott and P. Smith},
    journal = {Journal of the Royal Statistical Society, Series A},
    volume = {180},
    year = {2017},
    pages = {353--407},
    url = {https://academic.oup.com/jrsssa/article/180/2/353/7068239},
  }