Irregularly Observed Autoregressive Models

Data sets, functions and scripts with examples to implement autoregressive models for irregularly observed time series. The models available in this package are the irregular autoregressive model (Eyheramendy et al.(2018) ), the complex irregular autoregressive model (Elorrieta et al.(2019) ) and the bivariate irregular autoregressive model.


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install.packages("iAR")

0.1.0 by Elorrieta Felipe, 6 months ago


https://github.com/felipeelorrieta


Browse source code at https://github.com/cran/iAR


Authors: Elorrieta Felipe [aut, cre] , Ojeda Cesar [aut] , Eyheramendy Susana [aut] , Palma Wilfredo [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports ggplot2, stats, Rdpack

Suggests arfima


See at CRAN