Man pages for BenjaK/irregulAR1
Functions for Irregularly Sampled AR(1) Processes
| ar1_cov | Covariance matrix for a stationary Gaussian AR(1) process. |
| ar1_cov_chol | Upper triangular Cholesky decomposition for a stationary... |
| ar1_cov_consecutive | Covariance matrix for a stationary Gaussian AR(1) process,... |
| ar1_cov_irregular | Covariance matrix for a stationary Gaussian AR(1) process,... |
| ar1_cross_cov | Cross-covariance matrix of a stationary Gaussian AR(1)... |
| ar1_lpdf | Evaluate the log-density of a stationary Gaussian AR(1)... |
| ar1_lpdf_cpp | Evaluate the log-density of a stationary Gaussian AR(1)... |
| ar1_prec | Precision matrix for a stationary Gaussian AR(1) process,... |
| ar1_prec_chol | Upper Cholesky triangle of the precision matrix of a... |
| ar1_prec_consecutive | Sparse precision matrix for a stationary Gaussian AR(1)... |
| ar1_prec_irregular | Precision matrix for a stationary Gaussian AR(1) process,... |
| ar1_sim | Simulate from a stationary Gaussian AR(1) process. |
| ar1_sim_conditional | Simulate from a stationary Gaussian AR(1) process. |
| ar1_sim_conditional_cpp | Simulate from a stationary Gaussian AR(1) process. |
| ar1_sim_cpp | Simulate from a stationary Gaussian AR(1) process. |
| ar1_sim_irregular_cpp | Simulate from a stationary Gaussian AR(1) process at... |
| band1_backsolve | Backsolve with band 1 upper Cholesky. |
| band1_backsolve_mat | Backward substitution with band 1 lower Cholesky triangle and... |
| band1_backsolve_vec | Backsolve with band 1 upper Cholesky. |
| chol_tridiag_upper | Upper Cholesky decomposition of a tridiagonal matrix. |
| dcovchol_drho | Derivative of the inverse upper Cholesky triangle of the... |
| dcov_drho | Derivative of the covariance matrix for a stationary Gaussian... |
| dprecchol_drho | Derivative of the upper Cholesky triangle of the precision... |
| dprec_drho | Derivative of the precision matrix for a stationary Gaussian... |
| mult_U_band1U | Multiply an upper triangular matrix with a band 1 upper... |
