Man pages for SuperGauss
Superfast Likelihood Inference for Stationary Gaussian Time Series

acf2incrConvert position to increment autocorrelations.
acf2msdConvert autocorrelation of stationary increments to mean...
CholeskiCholeski multiplication with Toeplitz variance matrices.
dSnormDensity of a multivariate normal with Toeplitz variance...
fbm.msdMean square displacement of fractional Brownian motion.
matern.acfMatern autocorrelation function.
msd2acfConvert mean square displacement to autocorrelations.
pex.acfPower-exponential autocorrelation function.
rSnormSimulation of a stationary Gaussian time series.
Snorm.gradGradient of the loglikelihood of a multivariate normal with...
Snorm.hessHessian of the loglikelihood of a multivariate normal with...
SuperGaussSuperfast inference for stationary Gaussian time series.
Toeplitz-classConstructor and methods for Toeplitz matrix objects.
toep.multToeplitz matrix multiplication.
SuperGauss documentation built on March 13, 2019, 1:04 a.m.