get.matrix.KMS: get.matrix.KMS Return the square Kac-Murdoch-Szego matrix for...
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get.matrix.KMS R Documentation
get.matrix.KMS
Return the square Kac-Murdoch-Szego matrix for a rho correlation and n lines/colums
Description
get.matrix.KMS
Return the square Kac-Murdoch-Szego matrix for a rho correlation and n lines/colums
Usage
get.matrix.KMS(n, rho)
Arguments
n
nummber of lines/columns of the square matrix
rho
correlation parameter in [0,1]
Value
n x n Kac-Murdock-Szego matrix
Author(s)
Guillaume Evin
References
Kac, M., W. L. Murdock, and G. Szego. 1953. 'On the Eigen-Values of Certain Hermitian Forms'
Journal of Rational Mechanics and Analysis 2: 767-800.
qualypsoss documentation built on Aug. 31, 2022, 5:09 p.m.
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| get.matrix.KMS | R Documentation |
get.matrix.KMS Return the square Kac-Murdoch-Szego matrix for a rho correlation and n lines/colums
Description
get.matrix.KMS Return the square Kac-Murdoch-Szego matrix for a rho correlation and n lines/colums
Usage
get.matrix.KMS(n, rho)
Arguments
n |
nummber of lines/columns of the square matrix |
rho |
correlation parameter in [0,1] |
Value
n x n Kac-Murdock-Szego matrix
Author(s)
Guillaume Evin
References
Kac, M., W. L. Murdock, and G. Szego. 1953. 'On the Eigen-Values of Certain Hermitian Forms' Journal of Rational Mechanics and Analysis 2: 767-800.
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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