getInvCovAR: Compute inverse covariance matrix for AR process (up to a...

View source: R/utils.R

getInvCovARR Documentation

Compute inverse covariance matrix for AR process (up to a constant scaling factor)

Description

Compute inverse covariance matrix for AR process (up to a constant scaling factor)

Usage

getInvCovAR(ar, ntime)

Arguments

ar

vector of p AR parameters

ntime

number of time points in timeseries

Value

inverse covariance matrix for AR process (up to a constant scaling factor)


templateICAr documentation built on Oct. 14, 2024, 5:08 p.m.