AR1_matrix: AR1_matrix

Description Usage Arguments Value Examples

Description

construct the autocorrelation matrix for a given case, Sigma_i. Original author: Pustejovsky from scdhlm package.

Usage

1
AR1_matrix(phi, rho, times)

Arguments

phi

1-st order autocorrelation

rho

intraclass variation, i.e. the ratio of intra-person variance to total variance, i.e. (tau^2 / (tau^2 + sigma^2))

times

a sequence 1:N_i for a given case

Value

a (N_i, N_i)-dimensional (square) matrix

Examples

1
Sigma_1 <- AR1_matrix(sim_df[sim_df$case == 1, "treatment"], k = 2)

fineiskid/scdlintrend documentation built on May 16, 2019, 12:53 p.m.