Irregularly Observed Autoregressive Models

[Up] [Top]

Documentation for package ‘iAR’ version 1.0.1

Help Pages

agn Active Galactic Nuclei
BIARfit Fitted Values of BIAR model
BIARkalman Maximum Likelihood Estimation of the BIAR Model via Kalman Recursions
BIARLL Full Minus Log Likelihood of the BIAR Model
BIARphikalman Minus Log Likelihood of the BIAR Model
BIARsample Simulate from a BIAR Model
BIARsmoothing Smoothing and Forecasting from BIAR model
CIARfit Fitted Values of CIAR model
CIARforecast Forecast from CIAR model
CIARkalman Maximum Likelihood Estimation of the CIAR Model via Kalman Recursions
CIARphikalman Minus Log Likelihood of the CIAR Model
CIARsample Simulate from a CIAR Model
clcep Classical Cepheid
dmcep Double Mode Cepheid.
dscut Delta Scuti
eb Eclipsing Binaries (Beta Lyrae)
foldlc Plotting folded light curves
gentime Generating Irregularly spaced times
harmonicfit Harmonic Fit to Time Series
iAR iAR: Irregularly Observed Autoregressive Models
IARfit Fitted Values of IAR model
IARgamma Maximum Likelihood Estimation of the IAR-Gamma model
IARgfit Fitted Values of IAR-Gamma model
IARgsample Simulate from an IAR-Gamma Model
IARkalman Maximum Likelihood Estimation of the IAR Model via Kalman Recursions
IARloglik Maximum Likelihood Estimation of the IAR Model
IARphigamma Minus Log Likelihood IAR-Gamma Model
IARphikalman Minus Log Likelihood of the IAR Model estimated via Kalman Recursions
IARphiloglik Minus Log Likelihood of the IAR Model
IARphit Minus Log Likelihood IAR-T Model
IARsample Simulate from an IAR Model
IARt Maximum Likelihood Estimation of the IAR-T model
IARTest Test for the significance of the autocorrelation estimated by the IAR model in periodic irregularly observed time series
IARTest2 Test for the significance of the autocorrelation estimated by the IAR model
IARtsample Simulate from an IAR-T Model
Planets Transit of an extrasolar planet