gmrf: Gaussian Markov random field tools

Description Usage Arguments Author(s)

Description

Construct a dense covariance or sparse precision atrix for an AR(1) model.

Usage

1
2
covariance.ar1(n, a, sd=1)
precision.ar1(n, a, sd=1)

Arguments

n

The number of nodes

a

The AR model dependence parameter (x[t] = a * x[t-1] + eps[t])

sd

The marginal standard deviation

Author(s)

Finn Lindgren


finnlindgren/FLtools documentation built on June 6, 2020, 12:21 a.m.