AR1: Correlation matrix of an autoregressive model of order 1

Description Usage Arguments Value Examples

View source: R/powercalc.R

Description

An order-1 autoregressive correlation matrix is set up which is used for the examples on power and sample size calculation.

Usage

1
AR1(p, rho)

Arguments

p

dimension

rho

correlation

Value

(p x p) matrix

Examples

1
  AR1(10, 0.2)

hscovar documentation built on April 13, 2021, 9:06 a.m.

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