Density evaluation and random number generation for an irregularly sampled stationary AR(1) process with Gaussian errors.
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irregulAR1.Rproj

README.md

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irregulAR1

The R package irregulAR1 provides efficient density evaluation and random number generation for an irregularly sampled stationary AR(1) process with Gaussian errors.

Installation

You can install irregulAR1 from github with:

# install.packages("devtools")
devtools::install_github("BenjaK/irregulAR1")