felipeelorrieta/IAR_Model felipeelorrieta/IAR_Model

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  • Created about 6 years ago
  • Updated about 5 years ago
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felipeelorrieta/IAR_Model
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Repository Details

This folder contains R and Python functions to fit unequally spaced time series from the Irregular Autoregressive (IAR). From the functions of this folder we can generate observations for each process, compute the negative of the log likelihood of these process, fit each model to irregularly sampled data, and test the significance of the estimated parameters.

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