Description Usage Arguments Value Examples
Creates the derivate of the covariance matrix of an AR(1) process with
respect to the parameter rho
. The process has been observed at the
time points in the vector times
and is assumed to be in stationarity,
and to have Gaussian errors.
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.
1 2 3 4 |
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