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 <nmarquez@uw.edu>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
nmmarquez/ar.matrix documentation built on May 23, 2019, 9:28 p.m.