The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
Provides tools for fitting and simulating univariate and multivariate damped random walk processes, also known as Ornstein-Uhlenbeck processes or first-order continuous-time autoregressive models, CAR(1) or CARMA(1, 0). The package supports irregularly spaced observation times, heteroscedastic measurement errors, missing measurements across multivariate time series, and polynomial mean trends in normalized time. The current implementation models up to ten time series jointly. Kalman filtering is used to evaluate the likelihood efficiently for maximum likelihood estimation and Bayesian posterior sampling. Users should preserve sufficient numerical precision when loading astronomical observation times; see the manual for details. Also see Hu and Tak (2020) <doi:10.48550/arXiv.2005.08049>.
| Version: | 1.0.3 |
| Depends: | R (≥ 3.5.0) |
| Imports: | MASS |
| Published: | 2026-07-02 |
| DOI: | 10.32614/CRAN.package.Rdrw |
| Author: | Zhirui Hu [aut], Hyungsuk Tak [aut, cre] |
| Maintainer: | Hyungsuk Tak <hyungsuk.tak at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | Rdrw results |
| Reference manual: | Rdrw.html , Rdrw.pdf |
| Package source: | Rdrw_1.0.3.tar.gz |
| Windows binaries: | r-devel: Rdrw_1.0.3.zip, r-release: Rdrw_1.0.3.zip, r-oldrel: Rdrw_1.0.3.zip |
| macOS binaries: | r-release (arm64): Rdrw_1.0.3.tgz, r-oldrel (arm64): Rdrw_1.0.3.tgz, r-release (x86_64): Rdrw_1.0.3.tgz, r-oldrel (x86_64): Rdrw_1.0.3.tgz |
| Old sources: | Rdrw archive |
Please use the canonical form https://CRAN.R-project.org/package=Rdrw to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.