# Bayesian Spectral Inference for Stationary Time Series

## Documentation for package ‘beyondWhittle’ version 1.1.3

- DESCRIPTION file.

## Help Pages

beyondWhittle-package | Bayesian spectral inference for stationary time series
beyondWhittle | Bayesian spectral inference for stationary time series
fourier_freq | Fourier frequencies
gibbs_ar | Gibbs sampler for an autoregressive model with PACF parametrization.
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
pacf_to_ar | Convert partial autocorrelation coefficients to AR coefficients.
plot.gibbs_psd | Plot method for gibbs_psd class
print.gibbs_psd | Print method for gibbs_psd class
psd_arma | ARMA(p,q) spectral density function
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_varma | Simulate from a VARMA model
summary.gibbs_psd | Summary method for gibbs_psd class