{ "_id": "6a10146facfb0bcc41c83aa8", "Package": "Rdrw", "Version": "1.0.2", "Date": "2020-9-8", "Title": "Univariate and Multivariate Damped Random Walk Processes", "Author": "Zhirui Hu and Hyungsuk Tak", "Maintainer": "Hyungsuk Tak ", "Description": "We provide a toolbox to fit and simulate a univariate or\nmultivariate damped random walk process that is also known as\nan Ornstein-Uhlenbeck process or a continuous-time\nautoregressive model of the first order, i.e., CAR(1) or\nCARMA(1, 0). This process is suitable for analyzing univariate\nor multivariate time series data with irregularly-spaced\nobservation times and heteroscedastic measurement errors. When\nit comes to the multivariate case, the number of data points\n(measurements/observations) available at each observation time\ndoes not need to be the same, and the length of each time\nseries can vary. The number of time series data sets that can\nbe modeled simultaneously is limited to ten in this version of\nthe package. We use Kalman-filtering to evaluate the resulting\nlikelihood function, which leads to a scalable and efficient\ncomputation in finding maximum likelihood estimates of the\nmodel parameters or in drawing their posterior samples. Please\npay attention to loading the data if this package is used for\nastronomical data analyses; see the details in the manual. Also\nsee Hu and Tak (2020) .", "License": "GPL-2", "Encoding": "UTF-8", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-15 05:44:00 UTC", "User": "root" }, "Repository": "https://hyungsuktak.r-universe.dev", "Date/Publication": "2020-09-08 16:50:02 UTC", "RemoteUrl": "https://github.com/cran/Rdrw", "RemoteRef": "HEAD", "RemoteSha": "6eab1e8711c3d001eee72ae1e745fddbaf9450d7", "MD5sum": "f13d30d34d02ca39d751b5011cfca38e", "_user": "hyungsuktak", "_type": "src", "_file": "Rdrw_1.0.2.tar.gz", "_fileid": "80e5c572ccb80269dfa58f3571a82be2ff3372a438ccdcd8f81ba2817cdb7c92", "_filesize": 185425, "_sha256": "80e5c572ccb80269dfa58f3571a82be2ff3372a438ccdcd8f81ba2817cdb7c92", "_created": "2026-05-15T05:44:00.000Z", "_published": "2026-05-22T08:31:43.213Z", "_distro": "noble", "_jobs": [ { "job": 77344237293, "time": 104, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7010888122" }, { "job": 77344237143, "time": 94, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7010885213" }, { "job": 77344237307, "time": 77, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7011103982" }, { "job": 77344237386, "time": 108, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7011104485" }, { "job": 77344236928, "time": 214, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7010867423" }, { "job": 77344236718, "time": 97, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7156207101" }, { "job": 77344237263, "time": 57, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7010878396" }, { "job": 77344237192, "time": 104, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7010886890" }, { "job": 77344237494, "time": 69, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7010880270" } ], "_buildurl": "https://github.com/r-universe/hyungsuktak/actions/runs/25902378852", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/Rdrw", "_commit": { "id": "6eab1e8711c3d001eee72ae1e745fddbaf9450d7", "author": "Hyungsuk Tak ", "committer": "cran-robot ", "message": "version 1.0.2\n", "time": 1599583802 }, "_maintainer": { "name": "Hyungsuk Tak", "email": "hyungsuk.tak@gmail.com", "login": "hyungsuktak", "uuid": 2659260 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 2.2.0", "role": "Depends" }, { "package": "mvtnorm", "version": ">= 1.0-11", "role": "Imports" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "hyungsuktak", "count": 3, "uuid": 2659260 } ], "_userbio": { "uuid": 2659260, "type": "user", "name": "Tak" }, "_downloads": { "count": 199, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/Rdrw" }, "_searchresults": 0, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/Rdrw.html", "manual.pdf" ], "_realowner": "hyungsuktak", "_cranurl": false, "_releases": [ { "version": "1.0.0", "date": "2020-05-08" }, { "version": "1.0.1", "date": "2020-05-19" }, { "version": "1.0.2", "date": "2020-09-08" } ], "_exports": [ "drw", "drw.sim" ], "_help": [ { "page": "drw", "title": "Fitting univariate and multiviarate damped random walk processes", "topics": [ "drw" ] }, { "page": "drw.sim", "title": "Simulating univariate and multiviarate damped random walk processes", "topics": [ "drw.sim" ] }, { "page": "Rdrw-package", "title": "Univariate and Multivariate Damped Random Walk Processes", "topics": [ "Rdrw-package" ] } ], "_rundeps": [ "mvtnorm" ], "_score": 1, "_indexed": true, "_nocasepkg": "rdrw", "_universes": [ "hyungsuktak" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.2", "date": "2026-05-15T05:45:58.000Z", "distro": "noble", "commit": "6eab1e8711c3d001eee72ae1e745fddbaf9450d7", "fileid": "c0dc4726da5700db38b4f10c87998bcac69070221f74b2cadf3fdef28cb0c699", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hyungsuktak/actions/runs/25902378852" }, { "r": "4.6.0", "os": "linux", "version": "1.0.2", "date": "2026-05-15T05:45:44.000Z", "distro": "noble", "commit": "6eab1e8711c3d001eee72ae1e745fddbaf9450d7", "fileid": "1445709b77ba915494a1472c124a94edbf962c20c84610944052abd143cffa79", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hyungsuktak/actions/runs/25902378852" }, { "r": "4.5.3", "os": "mac", "version": "1.0.2", "date": "2026-05-15T06:04:04.000Z", "commit": "6eab1e8711c3d001eee72ae1e745fddbaf9450d7", "fileid": "19a7303d957df73046485fa3a5624144bacc027b7dac92a40767ed38c6467f31", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hyungsuktak/actions/runs/25902378852" }, { "r": "4.6.0", "os": "mac", "version": "1.0.2", "date": "2026-05-15T06:04:04.000Z", "commit": "6eab1e8711c3d001eee72ae1e745fddbaf9450d7", "fileid": "8c2a610aa3346a9dbf8d660c783145cd0a5b22a0e0817982e87606c52abf08b2", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hyungsuktak/actions/runs/25902378852" }, { "r": "4.7.0", "os": "win", "version": "1.0.2", "date": "2026-05-15T05:45:04.000Z", "commit": "6eab1e8711c3d001eee72ae1e745fddbaf9450d7", "fileid": "83bc2ae88eff2b19fae1fe3ab1e3032d2ccc2a7bcf2bb79ba2441c5801b0e641", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hyungsuktak/actions/runs/25902378852" }, { "r": "4.5.3", "os": "win", "version": "1.0.2", "date": "2026-05-15T05:45:49.000Z", "commit": "6eab1e8711c3d001eee72ae1e745fddbaf9450d7", "fileid": "44fbf4ff527b57efd329ee2bf3f5c6c9c3b9047b4ef662fbe9a10c986e723623", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hyungsuktak/actions/runs/25902378852" }, { "r": "4.6.0", "os": "win", "version": "1.0.2", "date": "2026-05-15T05:45:13.000Z", "commit": "6eab1e8711c3d001eee72ae1e745fddbaf9450d7", "fileid": "d2ee978e7323b3c9b8ebef14bd8597210846e8bbc16b28ca7815bfa47c58fbe7", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hyungsuktak/actions/runs/25902378852" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.2", "date": "2026-05-22T08:31:28.000Z", "commit": "6eab1e8711c3d001eee72ae1e745fddbaf9450d7", "fileid": "81be77b6155b2b3c8cfdb7e9e7ce85573e8ce75d44bb1806053a6809ee9fc281", "status": "success", "buildurl": "https://github.com/r-universe/hyungsuktak/actions/runs/25902378852" } ] }