iAR: Irregularly Observed Autoregressive Models

Data sets and functions for implementing discrete-time autoregressive models for irregularly observed time series. The models implemented include the irregular autoregressive (iAR) model (Eyheramendy et al. (2018) <doi:10.1093/mnras/sty2487>), the complex irregular autoregressive (CiAR) model (Elorrieta et al. (2019) <doi:10.1051/0004-6361/201935560>), and the bivariate irregular autoregressive (BiAR) model (Elorrieta et al. (2021) <doi:10.1093/mnras/stab1216>). For a comprehensive description of the package and its applications, see Elorrieta et al. (2026) <doi:10.32614/RJ-2026-036>.

Package details

AuthorElorrieta Felipe [aut, cre], Ojeda Cesar [aut], Eyheramendy Susana [aut], Palma Wilfredo [aut]
MaintainerElorrieta Felipe <felipe.elorrieta@usach.cl>
LicenseGPL-2
Version1.3.5
URL https://felipeelorrieta.github.io/iAR-package/ 
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("iAR")

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iAR documentation built on Oct. 27, 2026, 5:11 p.m.