covar_ar1: Autoregression covariance matrix
In spcorum/tsmvrdata: Datasets for tsmvr
Description
Usage
Arguments
Value
References
Description
Constructs a first order autoregression [AR(1)] covariance matrix.
Usage
1
Arguments
q
dimension of covariance matrix (positive integer)
rho
autoregression parameter (0 <= rho <= 1)
Value
Returns an AR(1) covariance matrix of parameter ρ and
dimension q x q.
References
\insertRefMRCEtsmvr
spcorum/tsmvrdata documentation built on May 6, 2019, 11:17 a.m.
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Description Usage Arguments Value References
Description
Constructs a first order autoregression [AR(1)] covariance matrix.
Usage
1 |
Arguments
q |
dimension of covariance matrix (positive integer) |
rho |
autoregression parameter (0 <= |
Value
Returns an AR(1) covariance matrix of parameter ρ and dimension q x q.
References
\insertRefMRCEtsmvr
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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