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.


Reference manual

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0.1.0 by Elorrieta Felipe, 6 months ago

Browse source code at

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