cov.ar1: estimates covariace matrix for AR1 parameters

Description Usage Arguments Value Author(s)

Description

estimates covariace matrix for AR1 parameters

Usage

1
cov.ar1(ck, nk, rho, sigma2)

Arguments

ck

number of cluster with each unique cluster size

nk

unique cluster sizes

rho

estimated rho

sigma2

estimated sigma2

Value

a list with computed materials

Author(s)

Vahid Nassiri


vahidnassiri/fastAR1 documentation built on June 23, 2019, 12:06 a.m.