Man pages for BenjaK/irregulAR1
Functions for Irregularly Sampled AR(1) Processes

ar1_covCovariance matrix for a stationary Gaussian AR(1) process.
ar1_cov_cholUpper triangular Cholesky decomposition for a stationary...
ar1_cov_consecutiveCovariance matrix for a stationary Gaussian AR(1) process,...
ar1_cov_irregularCovariance matrix for a stationary Gaussian AR(1) process,...
ar1_cross_covCross-covariance matrix of a stationary Gaussian AR(1)...
ar1_lpdfEvaluate the log-density of a stationary Gaussian AR(1)...
ar1_lpdf_cppEvaluate the log-density of a stationary Gaussian AR(1)...
ar1_precPrecision matrix for a stationary Gaussian AR(1) process,...
ar1_prec_cholUpper Cholesky triangle of the precision matrix of a...
ar1_prec_consecutiveSparse precision matrix for a stationary Gaussian AR(1)...
ar1_prec_irregularPrecision matrix for a stationary Gaussian AR(1) process,...
ar1_sim_conditionalSimulate from a stationary Gaussian AR(1) process.
ar1_sim_conditional_cppSimulate from a stationary Gaussian AR(1) process.
ar1_sim_consecutiveSimulate from a stationary Gaussian AR(1) process.
ar1_sim_cppSimulate from a stationary Gaussian AR(1) process.
ar1_sim_irregularSimulate from a stationary Gaussian AR(1) process at...
ar1_sim_irregular_cppSimulate from a stationary Gaussian AR(1) process at...
band1_backsolveBacksolve with band 1 upper Cholesky.
band1_backsolve_matBackward substitution with band 1 lower Cholesky triangle and...
band1_backsolve_vecBacksolve with band 1 upper Cholesky.
chol_tridiag_upperUpper Cholesky decomposition of a tridiagonal matrix.
dcovchol_drhoDerivative of the inverse upper Cholesky triangle of the...
dcov_drhoDerivative of the covariance matrix for a stationary Gaussian...
dprecchol_drhoDerivative of the upper Cholesky triangle of the precision...
dprec_drhoDerivative of the precision matrix for a stationary Gaussian...
mult_U_band1UMultiply an upper triangular matrix with a band 1 upper...
BenjaK/irregulAR1 documentation built on June 13, 2018, 8:27 p.m.