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 <[email protected]>
LicenseGPL-3
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("irregulAR1")

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irregulAR1 documentation built on May 27, 2018, 5:04 p.m.