Description Usage Arguments Author(s)
Construct a dense covariance or sparse precision atrix for an AR(1) model.
1 2 | covariance.ar1(n, a, sd=1)
precision.ar1(n, a, sd=1)
|
n |
The number of nodes |
a |
The AR model dependence parameter (x[t] = a * x[t-1] + eps[t]) |
sd |
The marginal standard deviation |
Finn Lindgren
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