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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "Rdrw" in publications use:'
type: software
license: GPL-2.0-only
title: 'Rdrw: Univariate and Multivariate Damped Random Walk Processes'
version: 1.0.3
doi: 10.32614/CRAN.package.Rdrw
abstract: Provides tools for fitting and simulating univariate and multivariate damped
  random walk processes, also known as Ornstein-Uhlenbeck processes or first-order
  continuous-time autoregressive models, CAR(1) or CARMA(1, 0). The package supports
  irregularly spaced observation times, heteroscedastic measurement errors, missing
  measurements across multivariate time series, and polynomial mean trends in normalized
  time. The current implementation models up to ten time series jointly. Kalman filtering
  is used to evaluate the likelihood efficiently for maximum likelihood estimation
  and Bayesian posterior sampling. Users should preserve sufficient numerical precision
  when loading astronomical observation times; see the manual for details. Also see
  Hu and Tak (2020) <https://doi.org/10.48550/arXiv.2005.08049>.
authors:
- family-names: Hu
  given-names: Zhirui
- family-names: Tak
  given-names: Hyungsuk
  email: hyungsuk.tak@gmail.com
repository: https://cran.r-universe.dev
commit: 7abea6aad3e71f5db42bb7958ccc7e5e6bf4ab50
date-released: '2026-07-02'
contact:
- family-names: Tak
  given-names: Hyungsuk
  email: hyungsuk.tak@gmail.com