autocorr.mat: Create auto-correlation matrix
In decorrelate: Decorrelation Projection Scalable to High Dimensional Data
autocorr.mat R Documentation
Create auto-correlation matrix
Description
Create auto-correlation matrix
Usage
autocorr.mat(p, rho)
Arguments
p
dimension of matrix
rho
autocorrelation value
Value
auto-matrix of size p with parameter rho
Examples
# Create 4x4 matrix with correlation between adjacent enties is 0.9
autocorr.mat(4, .9)
decorrelate documentation built on Aug. 8, 2025, 7:55 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| autocorr.mat | R Documentation |
Create auto-correlation matrix
Description
Create auto-correlation matrix
Usage
autocorr.mat(p, rho)
Arguments
p |
dimension of matrix |
rho |
autocorrelation value |
Value
auto-matrix of size p with parameter rho
Examples
# Create 4x4 matrix with correlation between adjacent enties is 0.9
autocorr.mat(4, .9)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.