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simts
deriv_ma1
deriv_ma1 function
Analytic D matrix for MA(1) process
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simts package
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Maintainer: Stéphane Guerrier
License: AGPL-3 | file LICENSE
Last published: 2025-10-08
Useful links
https://github.com/SMAC-Group/simts/issues
https://github.com/SMAC-Group/simts
https://arxiv.org/pdf/1607.04543.pdf