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version 1.2.0
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Renate Meyer authored and cran-robot committed May 31, 2023
1 parent 7f1e445 commit aa2b393
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27 changes: 15 additions & 12 deletions DESCRIPTION 100755 → 100644
@@ -1,26 +1,29 @@
Package: beyondWhittle
Type: Package
Title: Bayesian Spectral Inference for Stationary Time Series
Version: 1.1.3
Date: 2022-04-03
Title: Bayesian Spectral Inference for Time Series
Version: 1.2.0
Date: 2023-05-20
Authors@R: c(
person("Alexander", "Meier", email="meier.alexander@posteo.de", role=c("aut", "cre")),
person("Alexander", "Meier", email="meier.alexander@posteo.de", role="aut"),
person("Claudia", "Kirch", email="claudia.kirch@ovgu.de", role="aut"),
person("Matthew C.", "Edwards", email="matthew.edwards@ed.ac.uk", role="aut"),
person("Renate", "Meyer", email="renate.meyer@auckland.ac.nz", role="aut"))
Maintainer: Alexander Meier <meier.alexander@posteo.de>
Description: 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> and A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470>. It was supported by DFG grant KI 1443/3-1.
person("Renate", "Meyer", email="renate.meyer@auckland.ac.nz", role=c("aut", "cre")),
person("Yifu", "Tang", email="ytan580@aucklanduni.ac.nz", role="aut"))
Maintainer: Renate Meyer <renate.meyer@auckland.ac.nz>
Description: 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) <https://opendata.uni-halle.de//handle/1981185920/13470> and Y. Tang et al (2023) <arXiv:2303.11561>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.
License: GPL (>= 3)
Imports: ltsa (>= 1.4.6), Rcpp (>= 0.12.5), MASS, forecast
LinkingTo: Rcpp, RcppArmadillo, BH
RoxygenNote: 6.1.1
RoxygenNote: 7.2.2
NeedsCompilation: yes
Packaged: 2022-04-03 13:05:14 UTC; alexandermeier
Author: Alexander Meier [aut, cre],
Encoding: UTF-8
Packaged: 2023-05-19 14:19:30 UTC; Ptole
Author: Alexander Meier [aut],
Claudia Kirch [aut],
Matthew C. Edwards [aut],
Renate Meyer [aut]
Renate Meyer [aut, cre],
Yifu Tang [aut]
Repository: CRAN
Date/Publication: 2022-04-04 11:00:02 UTC
Date/Publication: 2023-05-31 08:00:23 UTC
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
81 changes: 55 additions & 26 deletions MD5
@@ -1,8 +1,12 @@
77f04223305a3db671e1f3246d28cd23 *DESCRIPTION
4367c6c56410d70835e641572f7f7178 *NAMESPACE
9d7dc024418c915c080ac1481def2477 *R/RcppExports.R
b01df16a3b6f18b64e7182ff2f449a83 *DESCRIPTION
77416b327b47f1162da6878867009522 *NAMESPACE
74f838d0e557c4e825cb7123febe50b3 *R/RcppExports.R
7008ac8998902ce9e6df733dba304119 *R/arma.R
c1a426e7dad9c44a5bf865bf9d67fa67 *R/bernstein_polynomials.R
4777e8d865d96afb2c1be6391828ec3c *R/dynamicWhittle_MCMC_zigzag.R
cb269ed8b9be6f4aa44aa9a906c4247e *R/dynamicWhittle_S3method.R
5f2a9ec26ba9aafcdac9b59b46fc07fa *R/dynamicWhittle_miscellanea_zigzag.R
573e163f76a2f44412a8a6602e4c4519 *R/dynamicWhittle_prior_and_mcmc_params.R
50364178f12e3417cfad0a74584ac1ad *R/fourier_transform.R
bc0dff7d40281c446723a75964aed1ab *R/gibbs_ar.R
3cfc7e2cd13ac28321e85fc41ffb81ac *R/gibbs_ar_algorithm.R
Expand All @@ -22,21 +26,32 @@ ce45c4c9a9671675370f8f1bf5ce2285 *R/psd_S3.R
820ec489157d97c50228c6b29f838276 *R/unit_trace.R
9af842ca3ffec09e6053ccc9dda10677 *R/varma.R
c56752d4f29aa72d695e937082eeddd3 *man/Adj.Rd
d09d32ee94741aa75fcac2f9d0a5c7e9 *man/VARMAcov_muted.Rd
b52a49a0fb7bc73471355b5ebc405f30 *man/PSIwgt.Rd
31d150248898a10e800cee328310a46a *man/VARMAcov_muted.Rd
a9c9d190a6412288641d9d8ae6481f06 *man/VAR_regressor_matrix.Rd
5800662ca9041d1ef878327e9aec4c5d *man/acceptanceRate.Rd
426df6003617327af961f9431d89f1d6 *man/acvBlockMatrix.Rd
4f4851a235f49890c74948abdb73d83a *man/acvMatrix.Rd
525d2a255f48b1023ccd0817fd0a047a *man/arma_conditional.Rd
0ec248cf5b1fbce3a4a3569602045a0f *man/bayes_factor.Rd
f3123506851126b4e7af63317ef6b9ed *man/bayes_factor.bdp_dw_result.Rd
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501918ce625669737e5f4d1b07eff6ad *man/bdp_dw_est_post_stats.Rd
80a2d94697c0c48d02c25a2788b1a994 *man/bdp_dw_mcmc.Rd
10326135aa4789450490792aea1a414d *man/bdp_dw_mcmc_params_gen.Rd
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405b19380d3c63424030044e565f3857 *man/coarsened_bernstein_i.Rd
10bf8798f7278b55c1723214884507dc *man/complexValuedPsd.Rd
0648dcd46d11ae97826685043a9967da *man/cube_from_NumericVector.Rd
244505afc357f5e456b285bf471f2941 *man/cx_cube_from_ComplexVector.Rd
8ee32f95761f69cc1cff921cf5ba697f *man/dbList.Rd
68b32c753e567a4ce32bd37086cd9a5f *man/dbList.Rd
1fa56f816245d2ed360a4be2a98a728b *man/dbList_dw_Bern.Rd
8ec9954896e1b2481eea80d80dfa001c *man/dbList_dw_Bern_for_lambda.Rd
0506d443d09578b1c37f01d5e825cdce *man/densityMixture.Rd
5ae26c250a371fcc5bab23db05c35f2c *man/epsilon_var.Rd
877e2a2f7805c80d56d72c98088fd0f9 *man/fast_ft.Rd
Expand All @@ -46,32 +61,36 @@ b806e30b1caf1072b578f42ef0d5f731 *man/fourier_freq.Rd
b8d40e3bfe3bc8a3d8592122c31d6646 *man/genEpsARMAC.Rd
80ce1f5c91a90ad0d1b38b54cd140dba *man/get_U_cpp.Rd
07cdcc7e44ffc40350828d617fb6f66f *man/get_f_matrix.Rd
9d05fe25693d0c59fd75f09aa224845e *man/gibbs_AR_nuisance_intern.Rd
ece0fc8ec1ccf2ef785778af74d84812 *man/gibbs_VAR_nuisance_intern.Rd
d5c4bd448241905ec8946a992179a60b *man/gibbs_ar.Rd
75ab6041ad9469b7a951d0eb75b34a32 *man/gibbs_multivariate_nuisance.Rd
ead82e7541ff66ab80ed55f103a616fd *man/gibbs_multivariate_nuisance_cpp.Rd
de44ede3f703bddceae984f2b4b9e84b *man/gibbs_np.Rd
ccd4ef8684e799d9a72842d3408c5a1f *man/gibbs_npc.Rd
34bd456cb462050f46cf66e59aabc636 *man/gibbs_nuisance.Rd
69879cd96a0fccb795ab046d02ad026f *man/gibbs_var.Rd
32de4b4f69baf2b763b573fadca695bb *man/gibbs_vnp.Rd
702881444c769cac857536fa31820b99 *man/gibbs_AR_nuisance_intern.Rd
ea2f3b0b1e8323ae73520a26d6ea411d *man/gibbs_VAR_nuisance_intern.Rd
fed795b1586a69c6e8ddc4493b36b680 *man/gibbs_ar.Rd
e20f69cbefdfd06f4808e6b20647dadd *man/gibbs_bdp_dw.Rd
59f6670f58f78f189fb3673c842332a8 *man/gibbs_multivariate_nuisance.Rd
13494b35dc91740549f662998558db3a *man/gibbs_multivariate_nuisance_cpp.Rd
55d5952fef7c8b8a26d6b03d6432e854 *man/gibbs_np.Rd
054a83ff7f1fc1f1a2f9b5d2e74763ae *man/gibbs_npc.Rd
158e4e973b7250ad1f9941e68b690bf6 *man/gibbs_nuisance.Rd
c2a852314e347467415b6008ce1293fe *man/gibbs_var.Rd
d55e2f5c609a0150b470aaf4b53504ac *man/gibbs_vnp.Rd
f489b281894d1ddccc9f0884e7996b29 *man/hasEigenValueSmallerZero.Rd
fedab4ce90dd0a952e909b5b70e0bfd2 *man/is_hpd.Rd
089b456eebd772e8c901202f36463d64 *man/is_quadratic.Rd
5bfe85b307514de1cf5b96206a5dfaef *man/is_spd.Rd
474a8a86cf98ee7bc9395094b3b8c69d *man/lik_ar.Rd
5631a8c66211da39f55ef344f7daa284 *man/llike.Rd
ecd12b4aa4d0a2c6bfb21f4a6966c1eb *man/llike.Rd
e50cd3344ab462b138bf96664d650317 *man/llike_AR.Rd
2be3b735b8ad1c16b7d27905f834e76f *man/llike_dw.Rd
1e88a087a6e3a77514d109fd995edfbd *man/llike_var.Rd
660f8910e6fdf48d8c244a78ddecf869 *man/llike_var_full.Rd
5a2889fb00af9126dddf68ce3ac90e1b *man/llike_var_partial.Rd
ee07ae9c2c4a4744a2fb4be87201ba22 *man/local_moving_FT_zigzag.Rd
ed37a4154b926e45ab53e2a6b96c0918 *man/logDet_stickBreaking.Rd
3b27fb32d0a3303cbb3b3ea4a9607f4e *man/logfuller.Rd
a05f4d702ee341ad33ad557cc0df0e03 *man/lpost.Rd
4822ed3bbfe5643b6605688a27a75fae *man/lpost_AR.Rd
73900e384b42f238ab4da99b1469c836 *man/lprior.Rd
723178ab81a17f61048f83df75245d57 *man/lpost.Rd
6ab420431b146537d074b5e0c7215393 *man/lpost_AR.Rd
e878346da1200c5a790bfb34a1adafed *man/lprior.Rd
e90a68e42a41c31cb68afa9f4c56f03a *man/lprior_AR.Rd
f3ffe491e5c7cb411c9c9506312be2cb *man/lprior_dw.Rd
ece2a8fa63f6832f3360221324e08610 *man/mdft.Rd
ccbb4faec4e04e4f5c27c6e41dd7c66a *man/midft.Rd
fd5c1cf4f47e430571074bbaf5dfdcf1 *man/missingValues_str_help.Rd
Expand All @@ -84,23 +103,31 @@ ccf206d6240e8232aa44bc114a6e8392 *man/omegaFreq.Rd
cf7426e4ccb56070bddb07959b44e004 *man/pacf2AR.Rd
66fae13f5741f1d0205fc4a0c4188ce9 *man/pacf_to_ar.Rd
ad2741137f7acdf00a0c182a43a4cbcc *man/phiFromBeta_normalInverseWishart.Rd
c58b84fd9fb323ab5b3165b6d6e29061 *man/plot.bdp_dw_result.Rd
6c7063c35b4ce9c5ea503e0d2481919f *man/plot.bdp_dw_tv_psd.Rd
82fead8ba5093de7c17f24b50cb2658b *man/plot.gibbs_psd.Rd
35de4e60d632d1fd44c2ff609ee248c3 *man/plotMPsd.Rd
fec0bff1cb6dc813eec8393c1b95b1d4 *man/plotMPsd.Rd
277cdde102eaf4897bbcbdb0929b9a6e *man/print.bdp_dw_result.Rd
40c6417116f3b9d8d335c17fb3d0afc0 *man/print.gibbs_psd.Rd
187d0944af3577d2bffb6ec33cbf1cf7 *man/print_mcmc_state.Rd
48f9af8d2f4d782868f5eaa9bcd900e7 *man/print_summary_gibbs_psd_help.Rd
e75fac90867110b36b7b50f9d2edf911 *man/print_warn.Rd
231c459a2b83cbe5e1589f41096b7a79 *man/psd_arma.Rd
12beac64aed6c8c5c95c0cb7cc05dc1e *man/psd_array.Rd
1d2ffd3a94fda4bc0abe33b076d15a36 *man/psd_dummy_model.Rd
91135843ff1f708681c4703abcb3c645 *man/psd_varma.Rd
d3ac46cdfc155c913ce3a50bc87e026b *man/psd_varma_help.Rd
b5dd6c209e2b63bcfc1160e5b47cac0f *man/psd_tvarma12.Rd
5144cd65ab4e7939296ce79b87b951d8 *man/psd_varma.Rd
e87928e84ec934987cfba5399e1408de *man/psd_varma_help.Rd
549b11e64b5dfd99199e14de5d655b95 *man/qpsd.Rd
152ce8f7e3e7712bce2798e9f830904b *man/qpsd_dw.Rd
363ad16949b2bea30e0a062d300cd0da *man/qpsd_dw.tilde_zigzag_cpp_expedited.Rd
f6a702d042136b1377f4e646d8638de0 *man/realValuedPsd.Rd
310d56ef688f1ffbd29832923dab7037 *man/rmvnorm.Rd
eb29992322029fba150b27efee9c22c5 *man/scree_type_ar.Rd
f667f5168008346417c618dbd00fc55e *man/sim_tvarma12.Rd
fae99013b190146c202a8f115c6c3c0e *man/sim_varma.Rd
79af69187a92f7b446e2d059c36a146e *man/sldmvnorm.Rd
3417c7213eb881124d3f4ee0e537d3cc *man/summary.bdp_dw_result.Rd
3ad2c40236dce3e9d5e017e36a8ff425 *man/summary.gibbs_psd.Rd
e97587cf674da30ec8eaa9c10324fb39 *man/transfer_polynomial.Rd
1c9f1e8c6f657ed8a6c8a60e61bd9033 *man/uci_help.Rd
Expand All @@ -125,9 +152,9 @@ da013ed79ba3f6f60eb79239d51636e5 *man/unit_trace_x_from_phi.Rd
2790601e3e91f2f63aaf584cbcc1e70f *man/unrollPsd.Rd
06b03858f1b1bc7da07820e6d0c0f257 *man/vFromP.Rd
7a139484ded64c16615a10f1e46ba7f7 *man/varma_transfer2psd.Rd
f92e397cb6f70203663dcb7981f3a147 *src/Makevars
f92e397cb6f70203663dcb7981f3a147 *src/Makevars.win
baaefd0f768f381ea8ab44e8a14ec3e6 *src/RcppExports.cpp
2a6f9e9e044a78154d3cfda5936d6f48 *src/Makevars
2a6f9e9e044a78154d3cfda5936d6f48 *src/Makevars.win
6ca6a351cb0c0c51ba3f32663ffb8b34 *src/RcppExports.cpp
9d9fa06a042f2b0f537e608a5868397d *src/a_gamma_process_prior.cpp
5eb4042c51d797813c807dbe849a6f10 *src/a_gamma_process_prior.h
ae4e5afbfdf587dd190810bb710f478d *src/arma.cpp
Expand All @@ -145,13 +172,15 @@ b3ec39d3a79eedea0f5c625e3fe20efe *src/gibbs_np_help.cpp
43b7f8c2175235f288dc2ec20cebc3a4 *src/matrix_cube.h
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207477806f683cf3da4a07eb80147834 *src/qpsd_cal_cpp_expedited.cpp
7c22b1b500cab25872924e218f1645f5 *src/registerDynamicSymbol.c
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1c7a5b2ab7184f473c9abcf2d2fd56dc *src/varma.h
5314536a073f2573a686f973cf86d04c *tests/testthat.R
1ee6f17d5916b493cc863e318600a4c5 *tests/testthat/testGibbsAR.R
11e8d829a02f3998fb30a5b3b41d70bf *tests/testthat/testGibbsBDPDW.R
2dbf6e6d887815dd018dd387b12c7d02 *tests/testthat/testGibbsNP.R
1031acbf1a65c3574c0dfacaa89fb08a *tests/testthat/testGibbsNPC.R
171440d14c005207c9a089f3b70bb67c *tests/testthat/testGibbsVAR.R
Expand Down
129 changes: 78 additions & 51 deletions NAMESPACE 100755 → 100644
@@ -1,51 +1,78 @@
# Generated by roxygen2: do not edit by hand

S3method(plot,gibbs_psd)
S3method(print,gibbs_psd)
S3method(summary,gibbs_psd)
export(fourier_freq)
export(gibbs_ar)
export(gibbs_np)
export(gibbs_npc)
export(gibbs_var)
export(gibbs_vnp)
export(pacf_to_ar)
export(psd_arma)
export(psd_varma)
export(rmvnorm)
export(scree_type_ar)
export(sim_varma)
importFrom(Rcpp,evalCpp)
importFrom(graphics,abline)
importFrom(graphics,lines)
importFrom(graphics,par)
importFrom(graphics,plot)
importFrom(graphics,title)
importFrom(stats,ARMAacf)
importFrom(stats,ar)
importFrom(stats,dbeta)
importFrom(stats,dgamma)
importFrom(stats,dlnorm)
importFrom(stats,dnorm)
importFrom(stats,dt)
importFrom(stats,fft)
importFrom(stats,integrate)
importFrom(stats,is.ts)
importFrom(stats,mad)
importFrom(stats,median)
importFrom(stats,plot.ts)
importFrom(stats,quantile)
importFrom(stats,rWishart)
importFrom(stats,rbeta)
importFrom(stats,rbinom)
importFrom(stats,rexp)
importFrom(stats,rgamma)
importFrom(stats,rlnorm)
importFrom(stats,rnorm)
importFrom(stats,rt)
importFrom(stats,runif)
importFrom(stats,sd)
importFrom(stats,var)
importFrom(utils,head)
importFrom(utils,tail)
useDynLib(beyondWhittle, .registration = TRUE)
# Generated by roxygen2: do not edit by hand

S3method(bayes_factor,bdp_dw_result)
S3method(plot,bdp_dw_result)
S3method(plot,bdp_dw_tv_psd)
S3method(plot,gibbs_psd)
S3method(print,bdp_dw_result)
S3method(print,gibbs_psd)
S3method(summary,bdp_dw_result)
S3method(summary,gibbs_psd)
export(bayes_factor)
export(bdp_dw_bayes_factor_k1)
export(bdp_dw_est_post_stats)
export(bdp_dw_mcmc_params_gen)
export(bdp_dw_prior_params_gen)
export(fourier_freq)
export(gibbs_ar)
export(gibbs_bdp_dw)
export(gibbs_np)
export(gibbs_npc)
export(gibbs_var)
export(gibbs_vnp)
export(local_moving_FT_zigzag)
export(pacf_to_ar)
export(psd_arma)
export(psd_tvarma12)
export(psd_varma)
export(rmvnorm)
export(scree_type_ar)
export(sim_tvarma12)
export(sim_varma)
importFrom(Rcpp,evalCpp)
importFrom(Rcpp,sourceCpp)
importFrom(grDevices,dev.flush)
importFrom(grDevices,dev.hold)
importFrom(grDevices,dev.interactive)
importFrom(grDevices,devAskNewPage)
importFrom(grDevices,hcl.colors)
importFrom(graphics,abline)
importFrom(graphics,image)
importFrom(graphics,lines)
importFrom(graphics,par)
importFrom(graphics,plot)
importFrom(graphics,title)
importFrom(stats,ARMAacf)
importFrom(stats,ar)
importFrom(stats,cov)
importFrom(stats,dbeta)
importFrom(stats,dgamma)
importFrom(stats,dlnorm)
importFrom(stats,dlogis)
importFrom(stats,dnorm)
importFrom(stats,dt)
importFrom(stats,fft)
importFrom(stats,integrate)
importFrom(stats,is.ts)
importFrom(stats,mad)
importFrom(stats,median)
importFrom(stats,pbeta)
importFrom(stats,plogis)
importFrom(stats,plot.ts)
importFrom(stats,qlogis)
importFrom(stats,quantile)
importFrom(stats,rWishart)
importFrom(stats,rbeta)
importFrom(stats,rbinom)
importFrom(stats,rexp)
importFrom(stats,rgamma)
importFrom(stats,rlnorm)
importFrom(stats,rnorm)
importFrom(stats,rpois)
importFrom(stats,rt)
importFrom(stats,runif)
importFrom(stats,sd)
importFrom(stats,var)
importFrom(utils,head)
importFrom(utils,tail)
useDynLib(beyondWhittle, .registration = TRUE)

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