dot-build_gau_covariance: Build AD covariance matrix from parameters

.build_gau_covarianceR Documentation

Build AD covariance matrix from parameters

Description

Build AD covariance matrix from parameters

Usage

.build_gau_covariance(order, phi, sigma, n_time)

Arguments

order

Antedependence order

phi

Dependence parameters

sigma

Innovation standard deviations

n_time

Number of time points

Value

Covariance matrix (n_time x n_time)


antedep documentation built on April 25, 2026, 1:06 a.m.