Bayesian Spectral Inference for Time Series

Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) , A. Meier (2018) < https://opendata.uni-halle.de//handle/1981185920/13470> and Y. Tang et al (2025) . It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.


Reference manual

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install.packages("beyondWhittle")

1.3.1 by Renate Meyer, 6 months ago


Browse source code at https://github.com/cran/beyondWhittle


Authors: Alexander Meier [aut] , Claudia Kirch [aut] , Matthew C. Edwards [aut] , Renate Meyer [aut, cre] , Yifu Tang [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports ltsa, Rcpp, MASS, forecast

Suggests testthat

Linking to Rcpp, RcppArmadillo, BH


See at CRAN