# Superfast Likelihood Inference for Stationary Gaussian Time Series

## Documentation for package ‘SuperGauss’ version 1.0.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

%*% | Constructor and methods for Toeplitz matrix objects.
%*%-method | Constructor and methods for Toeplitz matrix objects.
.Toeplitz | 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.
Choleski | Choleski multiplication with Toeplitz variance matrices.
cholXZ | Choleski multiplication with Toeplitz variance matrices.
cholZX | Choleski multiplication with Toeplitz variance matrices.
determinant | Constructor and methods for Toeplitz matrix objects.
determinant-method | Constructor and methods for Toeplitz matrix objects.
dim-method | Constructor and methods for Toeplitz matrix objects.
dSnorm | Density of a multivariate normal with Toeplitz variance matrix.
dSnormDL | Density of a multivariate normal with Toeplitz variance matrix.
fbm.msd | Mean square displacement of fractional Brownian motion.
getAcf | Constructor and methods for Toeplitz matrix objects.
matern.acf | Matern autocorrelation function.
msd2acf | Convert mean square displacement to autocorrelations.
ncol-method | Constructor and methods for Toeplitz matrix objects.
nrow-method | Constructor and methods for Toeplitz matrix objects.
pex.acf | Power-exponential autocorrelation function.
rSnorm | Simulation of a stationary Gaussian time series.
setAcf | Constructor and methods for Toeplitz matrix objects.
show-method | Constructor and methods for Toeplitz matrix objects.
show.Toeplitz | Constructor and methods for Toeplitz matrix objects.
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.
solve | Constructor and methods for Toeplitz matrix objects.
solve-method | Constructor and methods for Toeplitz matrix objects.
SuperGauss | Superfast inference for stationary Gaussian time series.
toep.mult | Toeplitz matrix multiplication.
Toeplitz | Constructor and methods for Toeplitz matrix objects.
Toeplitz-class | Constructor and methods for Toeplitz matrix objects.
traceT2 | Constructor and methods for Toeplitz matrix objects.
traceT4 | Constructor and methods for Toeplitz matrix objects.