ar1_sim_irregular_cpp: Simulate from a stationary Gaussian AR(1) process at irregular times.
Description
Simulate from a stationary Gaussian AR(1) process at irregular times.
Usage
ar1_sim_irregular_cpp(times, rho, sigma)
Arguments
times
The time points to simulate for.
rho
A real number strictly less than 1 in absolute value.
Value
A vector of length n with the process values.