Description Usage Arguments Value See Also Examples
generate AR(1) correlation matrices
1 | ARgenerate(n, rho)
|
n |
number of columns/rows |
rho |
correlation parameter |
Toeplitz n * 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.
1 | ARgenerate(6, .9)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.