expCorMtx: Exponential correlation matrix

In gabrielfranco89/aggrmodel: A R package to fit aggregated data model

Description

Exponential correlation matrix

Usage

expCorMtx(timeVec, corPar, truncateDec = NULL)

Arguments

timeVec	Vector of time
corPar	Covariance parameter
truncateDec	Decimal to be truncated. Default is none.

Details

Create a covariance matrix of type exponential with elements

r(s,t | θ) = exp ≤ft\{-2θ\, ≤ft(\frac{|t-s|}{T}\right) \right\}.

Value

Square correlation matrix of size length(unique(timeVec)) of type exponential.

Examples

myTime <- seq(0,1, length.out = 12)
expCorMtx(myTime, corPar = 8, truncateDec = 4)

gabrielfranco89/aggrmodel documentation built on June 1, 2020, 8:57 a.m.