Choleski                Choleski multiplication with Toeplitz variance
                        matrices.
Snorm.grad              Gradient of the loglikelihood of a multivariate
                        normal with Toeplitz variance matrix.
Snorm.hess              Hessian of the loglikelihood of a multivariate
                        normal with Toeplitz variance matrix.
SuperGauss              Superfast inference for stationary Gaussian
                        time series.
Toeplitz-class          Constructor and methods for Toeplitz matrix
                        objects.
acf2incr                Convert position to increment autocorrelations.
acf2msd                 Convert autocorrelation of stationary
                        increments to mean squared displacement of
                        posititions.
dSnorm                  Density of a multivariate normal with Toeplitz
                        variance matrix.
fbm.msd                 Mean square displacement of fractional Brownian
                        motion.
matern.acf              Matern autocorrelation function.
msd2acf                 Convert mean square displacement to
                        autocorrelations.
pex.acf                 Power-exponential autocorrelation function.
rSnorm                  Simulation of a stationary Gaussian time
                        series.
toep.mult               Toeplitz matrix multiplication.
