github.com/RhysU/ar
Autoregressive process modeling tools in header-only C++
github.com/RhysU/ar Documentation

ar implements modeling tools for autoregressive processes in header-only C++.

See the current README for a more detailed overview and http://github.com/RhysU/ar for project information.

If you find these tools useful towards publishing research, please consider citing:

  • Todd A. Oliver, Nicholas Malaya, Rhys Ulerich, and Robert D. Moser. "Estimating uncertainties in statistics computed from direct numerical simulation." Physics of Fluids 26 (March 2014): 035101+. http://dx.doi.org/10.1063/1.4866813