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.
An vector of positive integers, preferably ordered.
A real number strictly less than 1 in absolute value.
A positive real number.
A sparse square matrix with
1 2 3 4 5
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.