corrMatAR1: AR(1)
In timflutre/rutilstimflutre: Timothee Flutre's personal R code
corrMatAR1 R Documentation
AR(1)
Description
Return a first-order auto-regressive correlation matrix, as noted in equation 4 of Dutkowski et al (2002).
Usage
corrMatAR1(n, rho)
Arguments
n
dimension of the matrix (number of rows and columns)
rho
correlation between successive variables
Value
matrix
Author(s)
Timothee Flutre
timflutre/rutilstimflutre documentation built on Feb. 12, 2025, 11:35 p.m.
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| corrMatAR1 | R Documentation |
AR(1)
Description
Return a first-order auto-regressive correlation matrix, as noted in equation 4 of Dutkowski et al (2002).
Usage
corrMatAR1(n, rho)
Arguments
n |
dimension of the matrix (number of rows and columns) |
rho |
correlation between successive variables |
Value
matrix
Author(s)
Timothee Flutre
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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