Package: bspec 1.6

bspec: Bayesian Spectral Inference

Bayesian inference on the (discrete) power spectrum of time series.

Authors:Christian Roever [aut, cre]

bspec_1.6.tar.gz
bspec_1.6.zip(r-4.5)bspec_1.6.zip(r-4.4)bspec_1.6.zip(r-4.3)
bspec_1.6.tgz(r-4.4-any)bspec_1.6.tgz(r-4.3-any)
bspec_1.6.tar.gz(r-4.5-noble)bspec_1.6.tar.gz(r-4.4-noble)
bspec_1.6.tgz(r-4.4-emscripten)bspec_1.6.tgz(r-4.3-emscripten)
bspec.pdf |bspec.html
bspec/json (API)

# Install 'bspec' in R:
install.packages('bspec', repos = c('https://christianroever.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

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

52 exports 0.71 score 0 dependencies 2 dependents 83 scripts 918 downloads

Last updated 2 years agofrom:73c45a6aad. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 17 2024
R-4.5-winOKSep 17 2024
R-4.5-linuxOKSep 17 2024
R-4.4-winOKSep 17 2024
R-4.4-macOKSep 17 2024
R-4.3-winOKSep 17 2024
R-4.3-macOKSep 17 2024

Exports:acfacf.bspecacf.defaultbspecbspec.defaultcosinewindowdposteriordposterior.bspecdpriordprior.bspecempiricalSpectrumexpectationexpectation.bspecexpectation.bspecACFhammingwindowhannwindowis.bspecis.bspecACFkaiserwindowlikelihoodlikelihood.bspecmarglikelihoodmarglikelihood.bspecmatchedfilterone.sidedone.sided.bspecplot.bspecplot.bspecACFppsampleppsample.bspecprint.bspecprint.bspecACFquantile.bspecsamplesample.bspecsample.defaultsnrsquarewindowstudenttfiltertempertemper.bspectemperaturetemperature.bspectrianglewindowtukeywindowtwo.sidedtwo.sided.bspecvariancevariance.bspecvariance.bspecACFwelchPSDwelchwindow

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Bayesian Spectral Inferencebspec-package
Posterior autocovariancesacf acf.bspec acf.default is.bspecACF plot.bspecACF print.bspecACF
Computing the spectrum's posterior distributionbspec bspec.default is.bspec plot.bspec print.bspec
Compute the "empirical" spectrum of a time series.empiricalSpectrum
Expectations and variances of distributionsexpectation expectation.bspec expectation.bspecACF variance variance.bspec variance.bspecACF
Prior, likelihood and posteriordposterior dposterior.bspec dprior dprior.bspec likelihood likelihood.bspec marglikelihood marglikelihood.bspec
Filter a noisy time series for a signal of given shapematchedfilter studenttfilter
Conversion between one- and two-sided spectraone.sided one.sided.bspec two.sided two.sided.bspec
Posterior predictive samplingppsample ppsample.bspec
Quantiles of the posterior spectrumquantile.bspec
Posterior samplingsample sample.bspec sample.default
Compute the signal-to-noise ratio (SNR) of a signalsnr
Tempering of (posterior) distributionstemper temper.bspec
Querying the tempering parametertemperature temperature.bspec
Compute windowing functions for spectral time series analysis.cosinewindow hammingwindow hannwindow kaiserwindow squarewindow trianglewindow tukeywindow welchwindow
Power spectral density estimation using Welch's method.welchPSD