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:
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 = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- 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
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 12 months agofrom:e470a388de. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 17 2024 |
| R-4.5-linux | OK | Sep 17 2024 |
Exports:basisGaussboundhindcastlogspec2covregspec
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Non-parametric multirate spectral density estimation via linear Bayes. | regspec-package |
| Basis maker. | basis |
| Compute the Gauss bounds for a random variable. | Gaussbound |
| Interpolate process values from a set of data, and an expectation and variance specification for the process's log spectrum. | hindcast |
| Compute autocovariance values from the basis coefficients for the log spectrum. | logspec2cov |
| Non-parametric Multirate Spectral Density Estimation via Linear Bayes. | regspec |
| Retail Sales Index (RSI) data | retail |
| Synthetic Data for Testing Functions in the regspec Package. | Dfexample Dpexample2 Dpexample3 spec.true |
| Visits abroad by UK residents | trav.mly trav.qly travel |