AR | R Documentation |
The covariance matrix with an AR structure among variables, where the marginal variances are 1 and the j
th and k
th variables have correlation coefficient rho^abs(j-k)
.
AR(rho, p)
rho |
The correlation coefficient indicating the AR relationship between the variables. |
p |
The dimension of variables. |
A covariance matrix.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.