ar2acf: Autocorrelation of Gaussian AR2 given lag1 and lag2...
In YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas
Description
Usage
Arguments
Value
Examples
Description
Autocorrelation of Gaussian AR2 given lag1 and lag2 correlations
Usage
1
ar2acf(rho1,rho2,d)
Arguments
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
Value
acf function up to lag d-1
Examples
1
2
YafeiXu/CopulaModel documentation built on May 9, 2019, 11:07 p.m.
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Description Usage Arguments Value Examples
Description
Autocorrelation of Gaussian AR2 given lag1 and lag2 correlations
Usage
1 | ar2acf(rho1,rho2,d)
|
Arguments
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 |
Value
acf function up to lag d-1
Examples
1 2 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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