mat.ma1: Forms an ma1 correlation matrix

In dae: Functions Useful in the Design and ANOVA of Experiments

Forms an ma1 correlation matrix

Description

Form the correlation matrix of order order whose correlations follow the ma1 pattern. The matrix is banded and has diagonal elements equal to one and subdiagonal element equal to
-MAparameter / (1 + MAparameter*MAparameter).

Usage

mat.ma1(MAparameter, order)

Arguments

MAparameter	The moving average parameter, being the weight applied to the lag 1 random pertubation.
order	The order of the matrix to be formed.

Value

A banded correlation matrix whose elements follow an ma1 pattern.

Author(s)

Chris Brien

See Also

mat.I, mat.J, mat.cor, mat.corg, mat.exp, mat.gau, mat.banded, mat.ar2, mat.ar3, mat.sar2, mat.ma2, mat.arma

Examples

    corr <- mat.ma1(MAparameter=0.4, order=4)

dae documentation built on June 22, 2024, 9:07 a.m.