cormat_ar1: Create an AR(1) correlation matrix

In cases: Stratified Evaluation of Subgroup Classification Accuracy

Create an AR(1) correlation matrix

Description

Create an AR(1) correlation matrix

Usage

cormat_ar1(m, rho, d = TRUE)

Arguments

m	(numeric) dimensions of the (square) matrix
rho	(numeric) correlation parameter in (0,1)
d	(logical | numeric) binary vector of length m, whereby TRUE/FALSE (alternatively 1/0) indicate active/inactive components of underlying random vector.

Value

(matrix)
AR(1) correlation matrix R with entries R_{ij} = \rho^{|i-j|}

cases documentation built on April 3, 2025, 9:24 p.m.