Superfast Likelihood Inference for Stationary Gaussian Time Series

acf2incr | Convert position to increment autocorrelations. |

acf2msd | Convert autocorrelation of stationary increments to mean... |

Choleski | Choleski multiplication with Toeplitz variance matrices. |

dSnorm | Density of a multivariate normal with Toeplitz variance... |

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. |

Snorm.grad | Gradient of the loglikelihood of a multivariate normal with... |

Snorm.hess | Hessian of the loglikelihood of a multivariate normal with... |

SuperGauss | Superfast inference for stationary Gaussian time series. |

Toeplitz-class | Constructor and methods for Toeplitz matrix objects. |

toep.mult | Toeplitz matrix multiplication. |

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