Data sets, functions and scripts with examples to implement online estimation methods for the irregularly observed autoregressive (iAR) model (Eyheramendy et al.(2018) <doi:10.1093/mnras/sty2487>). The online learning algorithms implemented are: gradient descent (IAR_OGD), Newton-step (IAR-ONS) and Kalman filter recursions (IAR-OBR).
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