Rdrw
cranv1.0.2Univariate and Multivariate Damped Random Walk Processes. 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 multiva
License GPL-2strong copyleft0 versions1 maintainers1 deps68 weekly dl
https://CRAN.R-project.org/package=Rdrw39
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curl https://depscope.dev/api/check/cran/RdrwFirst published · 2020-09-08 18:50:31
Last updated · 2020-09-08T16:50:02+00:00