Description Usage Arguments Value Examples
Creates the covariance matrix of an AR(1) process with parameters rho
and sigma
, observed at the time points in the vector times
.
The process is assumed to be in stationarity and to have Gaussian errors.
If times is a vector of length 1, and its value is a positive integer
n
, then the covariance matrix for n
consecutive time points
is created instead.
1 |
times |
An vector of positive integers, preferably ordered. |
rho |
A real number strictly less than 1 in absolute value. |
sigma |
A positive real number. |
A square matrix with length(times)
rows if times
has
more than 1 element. Otherwise, a matrix with length(times[1])
elements.
1 2 3 4 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.