Description Usage Arguments Value Examples
Autocorrelation of Gaussian AR2 given lag1 and lag2 correlations
1 | ar2acf(rho1,rho2,d)
|
rho1 |
correlation for lag 1 |
rho2 |
correlation for lag 2, so correlation matrix with rho1,rho1,rho2 should be positive definite |
d |
dimension of desired Toeplitz matrix |
acf function up to lag d-1
1 2 |
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