Other packages > Find by keyword >

Rdrw  

Univariate and Multivariate Damped Random Walk Processes
View on CRAN: Click here


Download and install Rdrw package within the R console
Install from CRAN:
install.packages("Rdrw")

Install from Github:
library("remotes")
install_github("cran/Rdrw")

Install by package version:
library("remotes")
install_version("Rdrw", "1.0.2")



Attach the package and use:
library("Rdrw")
Maintained by
Hyungsuk Tak
[Scholar Profile | Author Map]
First Published: 2020-05-08
Latest Update: 2020-09-08
Description:
We provide a toolbox to fit and simulate a univariate or multivariate damped random walk process that is also known as an Ornstein-Uhlenbeck process or a continuous-time autoregressive model of the first order, i.e., CAR(1) or CARMA(1, 0). This process is suitable for analyzing univariate or multivariate time series data with irregularly-spaced observation times and heteroscedastic measurement errors. When it comes to the multivariate case, the number of data points (measurements/observations) available at each observation time does not need to be the same, and the length of each time series can vary. The number of time series data sets that can be modeled simultaneously is limited to ten in this version of the package. We use Kalman-filtering to evaluate the resulting likelihood function, which leads to a scalable and efficient computation in finding maximum likelihood estimates of the model parameters or in drawing their posterior samples. Please pay attention to loading the data if this package is used for astronomical data analyses; see the details in the manual. Also see Hu and Tak (2020) .
How to cite:
Hyungsuk Tak (2020). Rdrw: Univariate and Multivariate Damped Random Walk Processes. R package version 1.0.2, https://cran.r-project.org/web/packages/Rdrw. Accessed 03 Apr. 2025.
Previous versions and publish date:
1.0.0 (2020-05-08 20:00), 1.0.1 (2020-05-19 13:50)
Other packages that cited Rdrw R package
View Rdrw citation profile
Other R packages that Rdrw depends, imports, suggests or enhances
Complete documentation for Rdrw
Functions, R codes and Examples using the Rdrw R package
Some associated functions: Rdrw-internal . Rdrw-package . drw . drw.sim . 
Some associated R codes: drw.R .  Full Rdrw package functions and examples
Downloads during the last 30 days
03/0403/0503/0603/0703/0803/1003/1103/1203/1303/1403/1503/1603/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/01Downloads for Rdrw12345678910TrendBars

Today's Hot Picks in Authors and Packages

jointDiag  
Joint Approximate Diagonalization of a Set of Square Matrices
Different algorithms to perform approximate joint diagonalization of a finite set of square matrice ...
Download / Learn more Package Citations See dependency  
RobustANOVA  
Robust One-Way ANOVA Tests under Heteroscedasticity and Nonnormality
Robust tests (RW, RPB and RGF) are provided for testing the equality of several long-tailed symmetri ...
Download / Learn more Package Citations See dependency  
RPMG  
Graphical User Interface (GUI) for Interactive R Analysis Sessions
Really Poor Man's Graphical User Interface, used to create interactive R analysis sessions with simp ...
Download / Learn more Package Citations See dependency  
RZooRoH  
Partitioning of Individual Autozygosity into Multiple Homozygous-by-Descent Classes
Functions to identify Homozygous-by-Descent (HBD) segments associated with runs of homozygosity (ROH ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
automl  
Deep Learning with Metaheuristic
Fits from simple regression to highly customizable deep neural networks either with gradient descen ...
Download / Learn more Package Citations See dependency  

23,990

R Packages

207,311

Dependencies

64,809

Author Associations

23,991

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA