| Name : R-Rdrw
| |
| Version : 1.0.2
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.2.13
| Date : 2024-06-14 11:17:18
|
| Group : Development/Libraries/Other
| Source RPM : R-Rdrw-1.0.2-lp153.2.13.src.rpm
|
| Size : 0.06 MB
| |
| Packager : (none)
| |
| Summary : Univariate and Multivariate Damped Random Walk Processes
|
Description :
We provide a toolbox to fit and simulate a univariate or multivariate
damped random walk process that is also known as an Ornstein-Uhlenbeck
process or a continuous-time autoregressive model of the first order,
i.e., CAR(1) or CARMA(1, 0). This process is suitable for analyzing
univariate or multivariate time series data with irregularly-spaced
observation times and heteroscedastic measurement errors. When it comes
to the multivariate case, the number of data points
(measurements/observations) available at each observation time does not
need to be the same, and the length of each time series can vary. The
number of time series data sets that can be modeled simultaneously is
limited to ten in this version of the package. We use Kalman-filtering
to evaluate the resulting likelihood function, which leads to a
scalable and efficient computation in finding maximum likelihood
estimates of the model parameters or in drawing their posterior
samples. Please pay attention to loading the data if this package is
used for astronomical data analyses; see the details in the manual.
Also see Hu and Tak (2020) < arXiv:2005.08049>.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
