generate_cov_ar1: Generate dxd AR(1) covariance matrix with parameter rho

View source: R/data-generation.R

generate_cov_ar1R Documentation

Generate dxd AR(1) covariance matrix with parameter rho

Description

Generate dxd AR(1) covariance matrix with parameter rho

Usage

generate_cov_ar1(rho, d)

Arguments

rho

The autocorrelation parameter

d

The dimension of the matrix

Value

A dxd covariance matrix.


Katsevich-Lab/katlabutils documentation built on Aug. 7, 2024, 4:55 p.m.