Simulation and density evaluation of irregularly sampled stationary AR(1) processes with Gaussian errors using the algorithms described in Allévius (2018) <arXiv:1801.03791>.
Version: | 1.0.0 |
Depends: | Matrix |
Imports: | methods, Rcpp (≥ 0.12.13) |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | mvtnorm, testthat |
Published: | 2018-05-27 |
Author: | Benjamin Allévius [aut, cre] |
Maintainer: | Benjamin Allévius <benjak at math.su.se> |
License: | GPL-3 |
NeedsCompilation: | yes |
Materials: | README NEWS |
CRAN checks: | irregulAR1 results |
Reference manual: | irregulAR1.pdf |
Package source: | irregulAR1_1.0.0.tar.gz |
Windows binaries: | r-devel: irregulAR1_1.0.0.zip, r-release: irregulAR1_1.0.0.zip, r-oldrel: irregulAR1_1.0.0.zip |
macOS binaries: | r-release: irregulAR1_1.0.0.tgz, r-oldrel: irregulAR1_1.0.0.tgz |
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