Overview | Generating Irregular Observation Times | iAR: Univariate Irregular Autoregressive Model | Simulation | Parameter Estimation | Using loglik() | Using kalman() | Standard Errors via the Hessian | Forecasting | Interpolation (Imputing Missing Values) | CiAR: Complex Irregular Autoregressive Model | Simulation and Estimation | BiAR: Bivariate Irregular Autoregressive Model | Estimation | Real Data Example: AGN Light Curve | Fitting an iAR Model | Fitted Values and Forecast | Utility: Pairing Two Irregular Time Series | Summary | References
This package is considered a duplicate. The official version of this package is found at:https://felipeelorrieta.r-universe.dev/iAR
Package: iAR 1.3.5
Elorrieta Felipe
iAR: Irregularly Observed Autoregressive Models
Data sets and functions for implementing discrete-time autoregressive models for irregularly observed time series. The models implemented include the irregular autoregressive (iAR) model (Eyheramendy et al. (2018) <doi:10.1093/mnras/sty2487>), the complex irregular autoregressive (CiAR) model (Elorrieta et al. (2019) <doi:10.1051/0004-6361/201935560>), and the bivariate irregular autoregressive (BiAR) model (Elorrieta et al. (2021) <doi:10.1093/mnras/stab1216>). For a comprehensive description of the package and its applications, see Elorrieta et al. (2026) <doi:10.32614/RJ-2026-036>.
Authors:
iAR_1.3.5.tar.gz
iAR_1.3.5.zip(r-4.7-x86_64)iAR_1.3.5.zip(r-4.7-arm64)iAR_1.3.5.zip(r-4.6-x86_64)iAR_1.3.5.zip(r-4.6-arm64)
iAR_1.3.5.tar.gz(r-4.7-arm64)iAR_1.3.5.tar.gz(r-4.7-x86_64)iAR_1.3.5.tar.gz(r-4.6-arm64)iAR_1.3.5.tar.gz(r-4.6-x86_64)
iAR_1.3.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
iAR/json (API)
| # Install 'iAR' in R: |
| install.packages('iAR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/felipeelorrieta/iar-package/issues
Pkgdown/docs site:https://felipeelorrieta.github.io
Uses libs:
Datasets:
Last updated from:b4487d71bb. Checks:10 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 187 | ||
| linux-devel-x86_64 | OK | 160 | ||
| source / vignettes | OK | 388 | ||
| linux-release-arm64 | OK | 198 | ||
| linux-release-x86_64 | OK | 168 | ||
| windows-devel-arm64 | OK | 330 | ||
| windows-devel-x86_64 | OK | 213 | ||
| windows-release-arm64 | OK | 316 | ||
| windows-release-x86_64 | OK | 217 | ||
| wasm-release | OK | 128 |
Exports:BiARCiARfitforecastgentimeharmonicfitiARinterpolationkalmanloglikmultidatapairingitsphaseplot_fitplot_forecastsimunidatautilities
Dependencies:clicpp11farverggplot2gluegtableisobandlabelinglatticelifecycleR6rbibutilsRColorBrewerRcppRcppArmadilloRdpackrlangS7scalesvctrsviridisLitewithrzoo
