irregulAR1: Functions for Irregularly Sampled AR(1) Processes

Simulation and density evaluation of irregularly sampled stationary AR(1) processes with Gaussian errors using the algorithms described in Allévius (2018) <arXiv:1801.03791>.

Getting started

Package details

AuthorBenjamin Allévius [aut, cre]
MaintainerBenjamin Allévius <>
Package repositoryView on CRAN
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irregulAR1 documentation built on May 2, 2019, 8:49 a.m.