nmmarquez/ar.matrix: Simulate Auto Regressive Data from Precision Matrices

Using sparse precision matrices and Cholesky factorization simulates data that is auto-regressive.

Getting started

Package details

AuthorNeal Marquez [aut, cre, cph]
MaintainerNeal Marquez <[email protected]>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("nmmarquez/ar.matrix")
nmmarquez/ar.matrix documentation built on Jan. 14, 2019, 6:45 p.m.