Sigma_ar: Compute the covariance matrix corresponding to an...

In saidqasmi/KCC: Kriging for Climate Change (KCC)

Compute the covariance matrix corresponding to an autoregressive processes of order 1

Description

Compute the covariance matrix corresponding to an autoregressive processes of order 1

Usage

Sigma_ar(alpha, n)

Arguments

alpha	a numeric corresponding to the AR parameter at lag 1
n	the whished number of lines/columns in the covariance matrix, usually corresponds to the number of years of observations.

Value

a symmetric matrix corresponding to the AR process.

saidqasmi/KCC documentation built on July 8, 2022, 6:02 a.m.