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 <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the ar.matrix package in your browser

Any scripts or data that you put into this service are public.

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