# Functions for Irregularly Sampled AR(1) Processes

## Documentation for package ‘irregulAR1’ version 1.0.0

- DESCRIPTION file.

## Help Pages

ar1_cov_chol_irregular | Upper triangular Cholesky decomposition for a stationary Gaussian AR(1) process covariance matrix, observed at irregularly spaced time points.
ar1_cov_consecutive | Covariance matrix for a stationary Gaussian AR(1) process, observed at consecutive timepoints.
ar1_cov_irregular | Covariance matrix for a stationary Gaussian AR(1) process, observed at irregularly spaced time points.
ar1_cross_cov | Cross-covariance matrix of a stationary Gaussian AR(1) process.
ar1_lpdf | Evaluate the log-density of a stationary Gaussian AR(1) process.
ar1_prec_chol_irregular | Upper Cholesky triangle of the precision matrix of a stationary Gaussian AR(1) process, observed at irregularly spaced time points.
ar1_prec_consecutive | Sparse precision matrix for a stationary Gaussian AR(1) process, observed at consecutive timepoints.
ar1_prec_irregular | Precision matrix for a stationary Gaussian AR(1) process, observed at irregularly spaced time points.
ar1_sim_conditional | Simulate from a stationary Gaussian AR(1) process.
ar1_sim_consecutive | Simulate from a stationary Gaussian AR(1) process.
ar1_sim_irregular | Simulate from a stationary Gaussian AR(1) process at irregular times.
band1_backsolve | Backsolve with band 1 upper Cholesky.
chol_tridiag_upper | Upper Cholesky decomposition of a tridiagonal matrix.
dprecchol_drho | Derivative of the upper Cholesky triangle of the precision matrix of a stationary Gaussian AR(1) process.
dprec_drho | Derivative of the precision matrix for a stationary Gaussian AR(1) process.
mult_U_band1U | Multiply an upper triangular matrix with a band 1 upper triangular matrix.