Package: iAR 1.2.0

Elorrieta Felipe

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:Elorrieta Felipe [aut, cre], Ojeda Cesar [aut], Eyheramendy Susana [aut], Palma Wilfredo [aut]

iAR_1.2.0.tar.gz
iAR_1.2.0.tar.gz(r-4.5-noble)iAR_1.2.0.tar.gz(r-4.4-noble)
iAR_1.2.0.tgz(r-4.4-emscripten)iAR_1.2.0.tgz(r-4.3-emscripten)
iAR.pdf |iAR.html✨
iAR/json (API)

# Install 'iAR' in R:
install.packages('iAR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:
  • Planets - Transit of an extrasolar planet
  • agn - Active Galactic Nuclei
  • clcep - Classical Cepheid
  • cvnovag - ZTF g-band Cataclysmic Variable/Nova
  • cvnovar - ZTF r-band Cataclysmic Variable/Nova
  • dmcep - Double Mode Cepheid.
  • dscut - Delta Scuti
  • eb - Eclipsing Binaries

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascppopenmp

1.00 score 272 downloads 37 exports 32 dependencies

Last updated 2 years agofrom:aee6226717. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 18 2024
R-4.5-linux-x86_64NOTEDec 18 2024

Exports:BIARfitBIARforecastBIARinterpolationBIARkalmanBIARphikalmanBIARsampleCIARfitCIARforecastCIARinterpolationCIARkalmanCIARphikalmanCIARsamplefoldlcForecast_iARModelsgentimeharmonicfitIARfitIARforecastIARgammaIARgfitIARgforecastIARginterpolationIARgsampleIARinterpolationIARkalmanIARloglikIARPermutationIARphigammaIARphikalmanIARphiloglikIARphitIARsampleIARtIARTestIARtinterpolationIARtsamplepairingits

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6rbibutilsRColorBrewerRcppRcppArmadilloRdpackrlangscalestibbleutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
Active Galactic Nucleiagn
Fitted Values of BIAR modelBIARfit
Forecast from BIAR modelBIARforecast
Interpolation from BIAR modelBIARinterpolation
Maximum Likelihood Estimation of the BIAR Model via Kalman RecursionsBIARkalman
Minus Log Likelihood of the BIAR ModelBIARphikalman
Simulate from a BIAR ModelBIARsample
Fitted Values of CIAR modelCIARfit
Forecast from CIAR modelCIARforecast
Interpolation from CIAR modelCIARinterpolation
Maximum Likelihood Estimation of the CIAR Model via Kalman RecursionsCIARkalman
Minus Log Likelihood of the CIAR ModelCIARphikalman
Simulate from a CIAR ModelCIARsample
Classical Cepheidclcep
ZTF g-band Cataclysmic Variable/Novacvnovag
ZTF r-band Cataclysmic Variable/Novacvnovar
Double Mode Cepheid.dmcep
Delta Scutidscut
Eclipsing Binaries (Beta Lyrae)eb
Plotting folded light curvesfoldlc
Forecast from iAR package model'sForecast_iARModels
Generating Irregularly spaced timesgentime
Harmonic Fit to Time Seriesharmonicfit
iAR: Irregularly Observed Autoregressive ModelsiAR
Fitted Values of IAR modelIARfit
Forecast from IAR modelIARforecast
Maximum Likelihood Estimation of the IAR-Gamma modelIARgamma
Fitted Values of IAR-Gamma modelIARgfit
Forecast from IAR-Gamma modelIARgforecast
Interpolation from IAR-Gamma modelIARginterpolation
Simulate from an IAR-Gamma ModelIARgsample
Interpolation from IAR modelIARinterpolation
Maximum Likelihood Estimation of the IAR Model via Kalman RecursionsIARkalman
Maximum Likelihood Estimation of the IAR ModelIARloglik
Test for the significance of the autocorrelation estimated by the iAR package modelsIARPermutation
Minus Log Likelihood IAR-Gamma ModelIARphigamma
Minus Log Likelihood of the IAR Model estimated via Kalman RecursionsIARphikalman
Minus Log Likelihood of the IAR ModelIARphiloglik
Minus Log Likelihood IAR-T ModelIARphit
Simulate from an IAR ModelIARsample
Maximum Likelihood Estimation of the IAR-T modelIARt
Test for the significance of the autocorrelation estimated by the iAR package models in periodic irregularly observed time seriesIARTest
Interpolation from IAR-T modelIARtinterpolation
Simulate from an IAR-T ModelIARtsample
Pairing two irregularly observed time seriespairingits
Transit of an extrasolar planetPlanets