iAR: Irregularly Observed Autoregressive Models

Data sets, functions and scripts with examples to implement autoregressive models for irregularly observed time series. The models available in this package are the irregular autoregressive model (Eyheramendy et al.(2018) <doi:10.1093/mnras/sty2487>), the complex irregular autoregressive model (Elorrieta et al.(2019) <doi:10.1051/0004-6361/201935560>) and the bivariate irregular autoregressive model (Elorrieta et al.(2021) <doi:10.1093/mnras/stab1216>).

Getting started

Package details

AuthorElorrieta Felipe [aut, cre], Ojeda Cesar [aut], Eyheramendy Susana [aut], Palma Wilfredo [aut]
MaintainerElorrieta Felipe <felipe.elorrieta@usach.cl>
LicenseGPL-2
Version1.2.0
URL https://github.com/felipeelorrieta
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 Nov. 25, 2022, 1:06 a.m.