regspec
From MaRDI portal
Software:106614
Non-Parametric Bayesian Spectrum Estimation for Multirate Data
Last update: 20 September 2023
Copyright license: GNU General Public License, version 2.0
Software version identifier: 2.6, 2.1, 2.3, 2.4, 2.5, 2.7
Computes linear Bayesian spectral estimates from multiratedata 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.
