corAR1: AR(1) correlation structure
In fastmatrix: Fast Computation of some Matrices Useful in Statistics
corAR1 R Documentation
AR(1) correlation structure
Description
This function is a constructor for the corAR1 correlation matrix representing
an autocorrelation structure of order 1.
Usage
corAR1(rho, p = 2)
Arguments
rho
the value of the lag 1 autocorrelation, which must be between -1 and 1.
p
dimension of the requested correlation matrix.
Value
Returns a p by p matrix.
Examples
R <- corAR1(rho = 0.8, p = 5)
fastmatrix documentation built on Oct. 12, 2023, 5:14 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.
| corAR1 | R Documentation |
AR(1) correlation structure
Description
This function is a constructor for the corAR1 correlation matrix representing
an autocorrelation structure of order 1.
Usage
corAR1(rho, p = 2)
Arguments
rho |
the value of the lag 1 autocorrelation, which must be between -1 and 1. |
p |
dimension of the requested correlation matrix. |
Value
Returns a p by p matrix.
Examples
R <- corAR1(rho = 0.8, p = 5)
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.