corrMatAR1: AR(1)

View source: R/stats.R

corrMatAR1R 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 Aug. 18, 2024, 7:43 p.m.