Superfast Likelihood Inference for Stationary Gaussian Time Series

---

Documentation for package ‘SuperGauss’ version 2.0.3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

SuperGauss-package	Superfast inference for stationary Gaussian time series.
%*%	Constructor and methods for Toeplitz matrix objects.
acf2incr	Convert position autocorrelations to increment autocorrelations.
acf2msd	Convert autocorrelation of stationary increments to mean squared displacement of posititions.
as.Toeplitz	Constructor and methods for Toeplitz matrix objects.
Cholesky	Cholesky multiplication with Toeplitz variance matrices.
cholXZ	Cholesky multiplication with Toeplitz variance matrices.
cholZX	Cholesky multiplication with Toeplitz variance matrices.
Circulant	Constructor and methods for Circulant matrix objects.
determinant	Constructor and methods for Toeplitz matrix objects.
determinant-method	Constructor and methods for Toeplitz matrix objects.
dim.Toeplitz	Constructor and methods for Toeplitz matrix objects.
dnormtz	Density of a multivariate normal with Toeplitz variance matrix.
dSnorm	Defunct functions in 'SuperGauss'.
fbm_msd	Mean square displacement of fractional Brownian motion.
is.Toeplitz	Constructor and methods for Toeplitz matrix objects.
matern_acf	Matern autocorrelation function.
msd2acf	Convert mean square displacement of positions to autocorrelation of increments.
ncol-method	Constructor and methods for Toeplitz matrix objects.
NormalCirculant	Multivariate normal with Circulant variance matrix.
NormalToeplitz	Multivariate normal with Toeplitz variance matrix.
nrow-method	Constructor and methods for Toeplitz matrix objects.
pex_acf	Power-exponential autocorrelation function.
rnormtz	Simulate a stationary Gaussian time series.
rSnorm	Defunct functions in 'SuperGauss'.
Snorm.grad	Defunct functions in 'SuperGauss'.
Snorm.hess	Defunct functions in 'SuperGauss'.
solve	Constructor and methods for Toeplitz matrix objects.
solve-method	Constructor and methods for Toeplitz matrix objects.
SuperGauss	Superfast inference for stationary Gaussian time series.
SuperGauss-defunct	Defunct functions in 'SuperGauss'.
toep.mult	Toeplitz matrix multiplication.
Toeplitz	Constructor and methods for Toeplitz matrix objects.