Package: bsplinePsd
Type: Package
Title: Bayesian Nonparametric Spectral Density Estimation Using
        B-Spline Priors
Version: 0.1.0
Date: 2017-07-16
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 by Edwards, Meyer, and Christensen (2017) <arXiv:1707.04878>.
License: GPL (>= 3)
Imports: Rcpp (>= 0.12.5), splines (>= 3.2.3)
LinkingTo: Rcpp
RoxygenNote: 6.0.1
NeedsCompilation: yes
Packaged: 2017-07-18 02:40:32 UTC; mattedwards
Repository: CRAN
Date/Publication: 2017-07-18 09:16:27 UTC
