Description Usage Arguments Value

Evaluate the log-density of a stationary Gaussian AR(1) process, observed at
times `times`

taking values `x`

.

1 | ```
ar1_lpdf_cpp(x, mu, times, rho, sigma)
``` |

`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. |

A scalar, the log density.

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