Overview | Generating Irregular Observation Times | iAR: Univariate Irregular Autoregressive Model | Simulation | Parameter Estimation | Using loglik() | Using kalman() | Standard Errors via the Hessian | Forecasting | Interpolation (Imputing Missing Values) | CiAR: Complex Irregular Autoregressive Model | Simulation and Estimation | BiAR: Bivariate Irregular Autoregressive Model | Estimation | Real Data Example: AGN Light Curve | Fitting an iAR Model | Fitted Values and Forecast | Utility: Pairing Two Irregular Time Series | Summary | References
Package: iAR 1.3.4
iAR: Irregularly Observed Autoregressive Models
Data sets, functions and scripts with examples to implement autoregressive models for irregularly observed time series. The models available in this package are the irregular autoregressive model (Eyheramendy et al.(2018) <doi:10.1093/mnras/sty2487>), the complex irregular autoregressive model (Elorrieta et al.(2019) <doi:10.1051/0004-6361/201935560>) and the bivariate irregular autoregressive model (Elorrieta et al.(2021) <doi:10.1093/mnras/stab1216>).
Authors:
iAR_1.3.4.tar.gz
iAR_1.3.4.zip(r-4.7)iAR_1.3.4.zip(r-4.6)iAR_1.3.4.zip(r-4.5)
iAR_1.3.4.tgz(r-4.6-x86_64)iAR_1.3.4.tgz(r-4.6-arm64)iAR_1.3.4.tgz(r-4.5-x86_64)iAR_1.3.4.tgz(r-4.5-arm64)
iAR_1.3.4.tar.gz(r-4.7-arm64)iAR_1.3.4.tar.gz(r-4.7-x86_64)iAR_1.3.4.tar.gz(r-4.6-arm64)iAR_1.3.4.tar.gz(r-4.6-x86_64)
iAR_1.3.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
iAR/json (API)
| # Install 'iAR' in R: |
| install.packages('iAR', repos = c('https://felipeelorrieta.r-universe.dev', 'https://cloud.r-project.org')) |
Uses libs:
Datasets:
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:fc2d81b655. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 202 | ||
| linux-devel-x86_64 | OK | 211 | ||
| source / vignettes | OK | 295 | ||
| linux-release-arm64 | OK | 216 | ||
| linux-release-x86_64 | OK | 205 | ||
| macos-release-arm64 | OK | 228 | ||
| macos-release-x86_64 | OK | 356 | ||
| macos-oldrel-arm64 | OK | 244 | ||
| macos-oldrel-x86_64 | OK | 501 | ||
| windows-devel | OK | 228 | ||
| windows-release | OK | 214 | ||
| windows-oldrel | OK | 235 | ||
| wasm-release | OK | 167 |
Exports:BiARCiARfitforecastgentimeharmonicfitiARinterpolationkalmanloglikmultidatapairingitsphaseplotplot_fitplot_forecastsimsummaryunidatautilities
Dependencies:clicpp11farverggplot2gluegtableisobandlabelinglatticelifecycleR6rbibutilsRColorBrewerRcppRcppArmadilloRdpackrlangS7scalesvctrsviridisLitewithrzoo
