| .build_gau_covariance | R Documentation |
Build AD covariance matrix from parameters
.build_gau_covariance(order, phi, sigma, n_time)
order |
Antedependence order |
phi |
Dependence parameters |
sigma |
Innovation standard deviations |
n_time |
Number of time points |
Covariance matrix (n_time x n_time)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.