irregulAR1 (1.0.0)

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Functions for Irregularly Sampled AR(1) Processes.

Simulation and density evaluation of irregularly sampled stationary AR(1) processes with Gaussian errors using the algorithms described in Allvius (2018) .

Maintainer: Benjamin Kjellson
Author(s): Benjamin Allvius [aut, cre]

License: GPL-3

Uses: Matrix, Rcpp, mvtnorm, testthat

Released over 1 year ago.



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