regspec: 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.

Version: 2.7
Published: 2023-09-20
Author: Ben Powell [aut, cre], Guy Nason [aut]
Maintainer: Ben Powell <ben.powell at>
License: GPL-2
NeedsCompilation: no
Citation: regspec citation info
In views: TimeSeries
CRAN checks: regspec results


Reference manual: regspec.pdf


Package source: regspec_2.7.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): regspec_2.7.tgz, r-oldrel (arm64): regspec_2.7.tgz, r-release (x86_64): regspec_2.7.tgz, r-oldrel (x86_64): regspec_2.7.tgz
Old sources: regspec archive


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