Description Usage Arguments Value References
Constructs a first order autoregression [AR(1)] covariance matrix.
1 |
q |
dimension of covariance matrix (positive integer) |
rho |
autoregression parameter (0 <= |
Returns an AR(1) covariance matrix of parameter ρ and dimension q x q.
MRCEtsmvr
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.