beyondWhittle: 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) <doi:10.1214/18-BA1126>, A. Meier (2018) <> and Y. Tang et al (2023) <doi:10.48550/arXiv.2303.11561>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.

Version: 1.2.1
Imports: ltsa (≥ 1.4.6), Rcpp (≥ 0.12.5), MASS, forecast
LinkingTo: Rcpp, RcppArmadillo, BH
Suggests: testthat (≥ 3.0.0)
Published: 2024-03-13
DOI: 10.32614/CRAN.package.beyondWhittle
Author: Alexander Meier [aut], Claudia Kirch [aut], Matthew C. Edwards [aut], Renate Meyer [aut, cre], Yifu Tang [aut]
Maintainer: Renate Meyer <renate.meyer at>
License: GPL (≥ 3)
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: beyondWhittle results


Reference manual: beyondWhittle.pdf


Package source: beyondWhittle_1.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): beyondWhittle_1.2.1.tgz, r-oldrel (arm64): beyondWhittle_1.2.1.tgz, r-release (x86_64): beyondWhittle_1.2.1.tgz, r-oldrel (x86_64): beyondWhittle_1.2.1.tgz
Old sources: beyondWhittle archive


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