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irregulAR1 (version 1.0.0)

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.

sigma

A positive real number.

Value

A vector of length n with the process values.