ar1_lpdf_cpp: Evaluate the log-density of a stationary Gaussian AR(1)...
In irregulAR1: Functions for Irregularly Sampled AR(1) Processes
Description
Usage
Arguments
Value
Description
Evaluate the log-density of a stationary Gaussian AR(1) process, observed at
times times taking values x.
Usage
1
ar1_lpdf_cpp(x, mu, times, rho, sigma)
Arguments
x
A vector of observed values.
mu
A vector of expected values.
times
A vector of the time points of observation.
rho
A real number strictly less than 1 in absolute value.
sigma
A positive real number.
Value
A scalar, the log density.
irregulAR1 documentation built on May 2, 2019, 8:49 a.m.
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Description Usage Arguments Value
Description
Evaluate the log-density of a stationary Gaussian AR(1) process, observed at
times times taking values x.
Usage
1 | ar1_lpdf_cpp(x, mu, times, rho, sigma)
|
Arguments
x |
A vector of observed values. |
mu |
A vector of expected values. |
times |
A vector of the time points of observation. |
rho |
A real number strictly less than 1 in absolute value. |
sigma |
A positive real number. |
Value
A scalar, the log density.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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