ar.matrix: Simulate Auto Regressive Data from Precision Matricies

Using sparse precision matricies and Choleski factorization simulates data that is auto-regressive.

Getting started

Package details

AuthorNeal Marquez [aut, cre, cph]
MaintainerNeal Marquez <nmarquez@uw.edu>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ar.matrix")

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ar.matrix documentation built on May 1, 2019, 11:31 p.m.