Non-Parametric Bayesian Spectrum Estimation for Multirate Data

Computes linear Bayesian spectral estimates from multirate data for second-order stationary time series. Provides credible intervals and methods for plotting various spectral estimates. Please see the paper `Should we sample a time series more frequently?' (doi below) for a full description of and motivation for the methodology.


Reference manual

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install.packages("regspec")

2.7 by Ben Powell, 3 years ago


https://doi.org/10.1111/rssa.12210


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


Authors: Ben Powell [aut, cre] , Guy Nason [aut]


Documentation:   PDF Manual  


GPL-2 license



See at CRAN