AR1.cor: AR(1) correlation matrix

View source: R/AR1.cor.r

AR1.corR Documentation

AR(1) correlation matrix

Description

Generate a correlation matrix for AR(1) model

Usage

AR1.cor(n, rho)

Arguments

n

size of matrix

rho

correlation between -1 to 1

Value

n\times n AR(1) correlation matrix

Details

The correlation matrix is created as

(non-Latex version)

Examples

AR1.cor(5, 0.5)

BayesRGMM documentation built on May 10, 2022, 5:12 p.m.