precMatAR1 | R Documentation |
Return a first-order auto-regressive precision matrix, as in section 1.1.1 of Rue and Held (2005).
precMatAR1(n, rho, sigma2)
n |
dimension of the matrix (number of rows and columns) |
rho |
correlation between successive variables |
sigma2 |
variance of the errors (also called "innovations" in the time-series literature) |
sparse matrix
Timothee Flutre
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.