Simulate Auto Regressive Data from Precision Matricies

Using sparse precision matricies and Choleski factorization simulates data that is auto-regressive.


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install.packages("ar.matrix")

0.1.0 by Neal Marquez, 2 months ago


Report a bug at https://github.com/nmmarquez/ar.matrix/issues


Browse source code at https://github.com/cran/ar.matrix


Authors: Neal Marquez [aut, cre, cph]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports MASS, Matrix, sparseMVN, sp

Suggests ggplot2, leaflet


See at CRAN