Simulate from a stationary Gaussian AR(1) process at n consecutive
time points.
ar1_sim_conditional_cpp(pred_times, mu_pred, x_obs, obs_times, mu_obs, rho,
sigma)A vector of time points to simulate at.
The observed values of the process.
A vector of time points at which observations have been made.
A real number strictly less than 1 in absolute value.
A positive real number.
A vector of length length(pred_times) with the process
values.