Package: bsplinePsd
Type: Package
Title: Bayesian Nonparametric Spectral Density Estimation Using
        B-Spline Priors
Version: 0.6.0
Date: 2018-10-10
Author: Matthew C. Edwards [aut, cre],
  Renate Meyer [aut],
  Nelson Christensen [aut]
Maintainer: Matthew C. Edwards <matt.edwards@auckland.ac.nz>
Description: Implementation of a Metropolis-within-Gibbs MCMC algorithm to flexibly estimate the spectral density of a stationary time series.  The algorithm updates a nonparametric B-spline prior using the Whittle likelihood to produce pseudo-posterior samples and is based on the work presented in Edwards, M.C., Meyer, R. and Christensen, N., Statistics and Computing (2018). <doi.org/10.1007/s11222-017-9796-9>.
License: GPL (>= 3)
Imports: Rcpp (>= 0.12.5), splines (>= 3.2.3)
LinkingTo: Rcpp
RoxygenNote: 6.0.1
NeedsCompilation: yes
Packaged: 2018-10-18 22:49:14 UTC; mattedwards
Repository: CRAN
Date/Publication: 2018-10-18 23:00:03 UTC
Built: R 4.5.1; aarch64-apple-darwin20.6.0; 2025-09-15 21:33:39 UTC; unix
