ARgenerate: Generate a unit AR(1) covariance matrix
In MixMatrix: Classification with Matrix Variate Normal and t Distributions
ARgenerate R Documentation
Generate a unit AR(1) covariance matrix
Description
generate AR(1) correlation matrices
Usage
ARgenerate(n, rho)
Arguments
n
number of columns/rows
rho
correlation parameter
Value
Toeplitz n \times n matrix with 1 on the diagonal
and rho^k on the other diagonals, where k is distance from the
main diagonal.
Used internally but it is useful for generating your own random matrices.
See Also
stats::toeplitz()
Examples
ARgenerate(6, .9)
MixMatrix documentation built on Oct. 1, 2024, 1:07 a.m.
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| ARgenerate | R Documentation |
Generate a unit AR(1) covariance matrix
Description
generate AR(1) correlation matrices
Usage
ARgenerate(n, rho)
Arguments
n |
number of columns/rows |
rho |
correlation parameter |
Value
Toeplitz n \times n matrix with 1 on the diagonal
and rho^k on the other diagonals, where k is distance from the
main diagonal.
Used internally but it is useful for generating your own random matrices.
See Also
stats::toeplitz()
Examples
ARgenerate(6, .9)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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