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) .


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The R package irregulAR1 provides efficient density evaluation and random number generation for an irregularly sampled stationary AR(1) process with Gaussian errors.

Installation

You can install irregulAR1 from github with:

devtools::install_github("BenjaK/irregulAR1")

News

irregulAR1 1.0.0

Reference manual

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install.packages("irregulAR1")

1.0.0 by Benjamin Allévius, 8 months ago


Browse source code at https://github.com/cran/irregulAR1


Authors: Benjamin Allévius [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports methods, Rcpp

Depends on Matrix

Suggests mvtnorm, testthat

Linking to Rcpp, RcppArmadillo


See at CRAN