Irregularly Observed Autoregressive Models
BiAR Class
CiAR Class
Fitted Values for iAR, CiAR, and BiAR Classes
Forecast for iAR, CiAR, and BiAR Classes
Generating Irregularly spaced times
Harmonic Fit to Time Series
iAR: Irregularly Observed Autoregressive Models
iAR Class
Interpolation for iAR, CiAR, and BiAR Classes
Maximum Likelihood Estimation of Parameters for iAR, CiAR, and BiAR Mo...
Maximum Likelihood Estimation for iAR Models
Multidata Class
Pairing two irregularly observed time series
Computing phased time series
Plot Fit Method for unidata Objects
Plot Forecast Method for unidata Objects
Plot Method for unidata Objects
Simulate Time Series for Multiple iAR Models
Summary Method for unidata Objects
Unidata Class
Utilities Class
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>).