R/Gamma_v_f.R

In sae2: Small Area Estimation: Time-Series Models

# - gamma_v and its derivative for the dynamic model 

Gamma_v_f <- function(Rho, TI) {
  rho_power <- Rho^(0:(TI-1))
  rho_d <- c(0,(Rho^(0:(TI-2)))*(1:(TI-1)) )
  
  list(Gamma_v= rho_power %*% t(rho_power),
       d.Gamma_v = rho_power %*% t(rho_d) +
                  rho_d %*% t(rho_power))
 }