Non-Parametric Bayesian Spectrum Estimation for Multirate Data

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Documentation for package ‘regspec’ version 2.7

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regspec-package Non-parametric multirate spectral density estimation via linear Bayes.
basis Basis maker.
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.
Gaussbound Compute the Gauss bounds for a random variable.
hindcast Interpolate process values from a set of data, and an expectation and variance specification for the process's log spectrum.
logspec2cov Compute autocovariance values from the basis coefficients for the log spectrum.
regspec Non-parametric Multirate Spectral Density Estimation via Linear Bayes.
retail Retail Sales Index (RSI) data
spec.true Synthetic Data for Testing Functions in the regspec Package.
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