Superfast Likelihood Inference for Stationary Gaussian Time Series


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Documentation for package ‘SuperGauss’ version 1.0.1

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SuperGauss-package Superfast inference for stationary Gaussian time series.
%*% Constructor and methods for Toeplitz matrix objects.
%*%-method Constructor and methods for Toeplitz matrix objects.
.Toeplitz Constructor and methods for Toeplitz matrix objects.
acf2incr Convert position to increment autocorrelations.
acf2msd Convert autocorrelation of stationary increments to mean squared displacement of posititions.
Choleski Choleski multiplication with Toeplitz variance matrices.
cholXZ Choleski multiplication with Toeplitz variance matrices.
cholZX Choleski multiplication with Toeplitz variance matrices.
determinant Constructor and methods for Toeplitz matrix objects.
determinant-method Constructor and methods for Toeplitz matrix objects.
dim-method Constructor and methods for Toeplitz matrix objects.
dSnorm Density of a multivariate normal with Toeplitz variance matrix.
dSnormDL Density of a multivariate normal with Toeplitz variance matrix.
fbm.msd Mean square displacement of fractional Brownian motion.
getAcf Constructor and methods for Toeplitz matrix objects.
matern.acf Matern autocorrelation function.
msd2acf Convert mean square displacement to autocorrelations.
ncol-method Constructor and methods for Toeplitz matrix objects.
nrow-method Constructor and methods for Toeplitz matrix objects.
pex.acf Power-exponential autocorrelation function.
rSnorm Simulation of a stationary Gaussian time series.
setAcf Constructor and methods for Toeplitz matrix objects.
show-method Constructor and methods for Toeplitz matrix objects.
show.Toeplitz Constructor and methods for Toeplitz matrix objects.
Snorm.grad Gradient of the loglikelihood of a multivariate normal with Toeplitz variance matrix.
Snorm.hess Hessian of the loglikelihood of a multivariate normal with Toeplitz variance matrix.
solve Constructor and methods for Toeplitz matrix objects.
solve-method Constructor and methods for Toeplitz matrix objects.
SuperGauss Superfast inference for stationary Gaussian time series.
toep.mult Toeplitz matrix multiplication.
Toeplitz Constructor and methods for Toeplitz matrix objects.
Toeplitz-class Constructor and methods for Toeplitz matrix objects.
traceT2 Constructor and methods for Toeplitz matrix objects.
traceT4 Constructor and methods for Toeplitz matrix objects.