irregulAR1: Functions for Irregularly Sampled AR(1) Processes

Simulation and density evaluation of irregularly sampled stationary AR(1) processes with Gaussian errors using the algorithms described in Allévius (2018) <arXiv:1801.03791>.

Version: 1.0.0
Depends: Matrix
Imports: methods, Rcpp (≥ 0.12.13)
LinkingTo: Rcpp, RcppArmadillo
Suggests: mvtnorm, testthat
Published: 2018-05-27
Author: Benjamin Allévius [aut, cre]
Maintainer: Benjamin Allévius <benjak at math.su.se>
License: GPL-3
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: irregulAR1 results

Downloads:

Reference manual: irregulAR1.pdf
Package source: irregulAR1_1.0.0.tar.gz
Windows binaries: r-devel: irregulAR1_1.0.0.zip, r-release: irregulAR1_1.0.0.zip, r-oldrel: irregulAR1_1.0.0.zip
OS X binaries: r-release: irregulAR1_1.0.0.tgz, r-oldrel: irregulAR1_1.0.0.tgz

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