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... |

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