SuperGauss-defunct

rSnorm

dSnorm

Snorm.grad

Snorm.hess

Defunct functions in SuperGauss.

Likelihood evaluations for stationary Gaussian time series are typically obtained via the Durbin-Levinson algorithm, which scales as O(n^2) in the number of time series observations.  This package provides a "superfast" O(n log^2 n) algorithm written in C++, crossing over with Durbin-Levinson around n = 300.  Efficient implementations of the score and Hessian functions are also provided, leading to superfast versions of inference algorithms such as Newton-Raphson and Hamiltonian Monte Carlo.  The C++ code provides a Toeplitz matrix class packaged as a header-only library, to simplify low-level usage in other packages and outside of R.

Martin Lysy

SuperGauss

Superfast Likelihood Inference for Stationary Gaussian Time
Series

Yun Ling

SuperGauss-defunct function

<dl class="dl-horizontal">
<dt><code>rSnorm()</code></dt><dd>Please use <code><a rd-options="=rnormtz" href="/link/rnormtz()?package=SuperGauss&version=2.0.3&to=%3Drnormtz" data-mini-rdoc="=rnormtz::rnormtz()">rnormtz()</a></code> instead.</dd>
<dt><code>dSnorm()</code></dt><dd>Please use <code><a rd-options="=dnormtz" href="/link/dnormtz()?package=SuperGauss&version=2.0.3&to=%3Ddnormtz" data-mini-rdoc="=dnormtz::dnormtz()">dnormtz()</a></code> instead.</dd>
<dt><code>Snorm.grad()</code></dt><dd>Please use the <code>grad()</code> method in the <a rd-options="" href="/link/NormalToeplitz?package=SuperGauss&version=2.0.3" data-mini-rdoc="SuperGauss::NormalToeplitz">NormalToeplitz</a> class.</dd>
<dt><code>Snorm.hess()</code></dt><dd>Please use the <code>hess()</code> method in the <a rd-options="" href="/link/NormalToeplitz?package=SuperGauss&version=2.0.3" data-mini-rdoc="SuperGauss::NormalToeplitz">NormalToeplitz</a> class.</dd>
</dl>

The following functions have been removed from the SuperGauss package

Defunct functions in SuperGauss. — SuperGauss-defunct

Defunct functions in SuperGauss.

SuperGauss-defunct: Defunct functions in SuperGauss.

Description

Arguments

The following functions have been removed from the <span class="pkg">SuperGauss</span> package