get.matrix.AR1: get.matrix.AR1 return the matrix of AR(1) correlations...

View source: R/QUALYPSOSS.r

get.matrix.AR1R Documentation

get.matrix.AR1 return the matrix of AR(1) correlations corresponding to the entire ensemble

Description

get.matrix.AR1 return the matrix of AR(1) correlations corresponding to the entire ensemble

Usage

get.matrix.AR1(nP, rho, nMO)

Arguments

nP

number of continuous predictors (e.g. future times)

rho

AR(1) correlation parameter in (-1,1)

nMO

number of possible simulation chains (missing and non-missing)

Value

C matrix n x n of AR(1) correlations where coden is the total number of predictions (all the predictions for all the possible simulation chains)

Author(s)

Guillaume Evin


qualypsoss documentation built on Aug. 31, 2022, 5:09 p.m.