Description Usage Arguments Value Examples

Creates the covariance matrix of an AR(1) process with parameters `rho`

and `sigma`

, observed at `n`

consecutive time points. The process
is assumed to be in stationarity and to have Gaussian errors.

1 | ```
ar1_cov_consecutive(n, rho, sigma)
``` |

`n` |
An integer greater than or equal to 1. |

`rho` |
A real number strictly less than 1 in absolute value. |

`sigma` |
A positive real number. |

A matrix with `n`

rows and `n`

columns.

1 2 3 4 | ```
n <- 5
rho <- 0.5
sigma <- 1
ar1_cov_consecutive(n, rho, sigma)
``` |

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