Software

bskernel

Flexible non-parametric auto-covariance functions via spline kernels, plus some handy tools for optimisation.

speccy

R package for modern spectral analysis. The plan is for this to be a one-stop shop for spectral analysis in R. Still in development.

bayeslinear

R package for Bayes linear analysis: all the old school Bayes linear mathematics, as well as the recent ‘generalised’ developments.

dwelch

Companion to ‘Debiasing Welch’s Method for Spectral Density Estimation’. This code will eventually be subsumed into speccy.

gptide

A lightweight Gaussian process regression toolkit in Python. There are many other GP packages — this is yet another one. The selling point: the object is fairly straightforward, and kernel building is all done with functions, not abstract classes.