dprec_drho: Derivative of the precision matrix for a stationary Gaussian...
In irregulAR1: Functions for Irregularly Sampled AR(1) Processes
Description
Usage
Arguments
Value
Examples
Description
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.
Usage
1
dprec_drho(times, rho, sigma)
Arguments
times
An vector of positive integers, preferably ordered.
rho
A real number strictly less than 1 in absolute value.
sigma
A positive real number.
Value
A sparse square matrix with length(times) rows.
Examples
1
2
3
4
5
library(Matrix)
times <- c(1, 4:5, 7)
rho <- 0.5
sigma <- 1
dprec_drho(times, rho, sigma)
irregulAR1 documentation built on May 2, 2019, 8:49 a.m.
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Description Usage Arguments Value Examples
Description
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.
Usage
1 | dprec_drho(times, rho, sigma)
|
Arguments
times |
An vector of positive integers, preferably ordered. |
rho |
A real number strictly less than 1 in absolute value. |
sigma |
A positive real number. |
Value
A sparse square matrix with length(times) rows.
Examples
1 2 3 4 5 | library(Matrix)
times <- c(1, 4:5, 7)
rho <- 0.5
sigma <- 1
dprec_drho(times, rho, sigma)
|
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.
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