beyondWhittle-package   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
