Description Usage Arguments Value Examples

Creates the derivate of the precision matrix of an AR(1) process with
respect to the parameter `rho`

. The process has been observed at the
time points in the vector `times`

and is assumed to be in stationarity,
and to have Gaussian errors.

1 | ```
dprec_drho(times, rho, sigma)
``` |

`times` |
An vector of positive integers, preferably ordered. |

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

`sigma` |
A positive real number. |

A sparse square matrix with `length(times)`

rows.

1 2 3 4 5 | ```
library(Matrix)
times <- c(1, 4:5, 7)
rho <- 0.5
sigma <- 1
dprec_drho(times, rho, sigma)
``` |

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