# Bayesian Spectral Inference for Time Series

## Documentation for package ‘beyondWhittle’ version 1.2.1

- DESCRIPTION file.

## Help Pages

beyondWhittle-package | Bayesian spectral inference for time series
bayes_factor | a generic method for bdp_dw_result class
bayes_factor.bdp_dw_result | Extracting the Bayes factor of k1=1 from bdp_dw_result class
bdp_dw_bayes_factor_k1 | Estimating the Bayes factor of hypothesis "k1 = 1".
bdp_dw_est_post_stats | Calculating the estimated posterior mean, median and credible region (tv-PSD)
bdp_dw_mcmc_params_gen | Generate a list of values for MCMC algorithm
bdp_dw_prior_params_gen | Generate a list of parameter values in prior elicitation
beyondWhittle | Bayesian spectral inference for time series
fourier_freq | Fourier frequencies
gibbs_ar | Gibbs sampler for an autoregressive model with PACF parametrization.
gibbs_bdp_dw | BDP-DW method: performing posterior sampling and calculating statistics based on the posterior samples
gibbs_np | Gibbs sampler for Bayesian nonparametric inference with Whittle likelihood
gibbs_npc | Gibbs sampler for Bayesian semiparametric inference with the corrected AR likelihood
gibbs_var | Gibbs sampler for vector autoregressive model.
gibbs_vnp | Gibbs sampler for multivaiate Bayesian nonparametric inference with Whittle likelihood
local_moving_FT_zigzag | Calculate the moving Fourier transform ordinates
pacf_to_ar | Convert partial autocorrelation coefficients to AR coefficients.
plot.bdp_dw_result | Plot method for bdp_dw_result class
plot.bdp_dw_tv_psd | Plot method for bdp_dw_tv_psd class
plot.gibbs_psd | Plot method for gibbs_psd class
print.bdp_dw_result | Print method for bdp_dw_result class
print.gibbs_psd | Print method for gibbs_psd class
psd_arma | ARMA(p,q) spectral density function
psd_tvarma12 | time-varying spectral density function of the tvARMA(1,2) processes for illustrations
psd_varma | VARMA(p,q) spectral density function
rmvnorm | Simulate from a Multivariate Normal Distribution
scree_type_ar | Negative log AR likelihood values for scree-type plots
sim_tvarma12 | simulate from the tvARMA(1,2) process for illustration
sim_varma | Simulate from a VARMA model
summary.bdp_dw_result | Summary method for bdp_dw_result class
summary.gibbs_psd | Summary method for gibbs_psd class