ar2acf: Autocorrelation of Gaussian AR2 given lag1 and lag2...
In vincenzocoia/CopulaModel: CopulaModel: Dependence Modeling with Copulas
Description
Usage
Arguments
Value
Examples
Description
Autocorrelation of Gaussian AR2 given lag1 and lag2 correlations
Usage
1
ar2acf(rho1,rho2,d)
Arguments
rho1
correlation for lag 1
rho2
correlation for lag 2, so correlation matrix with
rho1,rho1,rho2 should be positive definite
d
dimension of desired Toeplitz matrix
Value
acf function up to lag d-1
Examples
1
2
vincenzocoia/CopulaModel documentation built on Oct. 27, 2021, 6:41 a.m.
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.
Description Usage Arguments Value Examples
Description
Autocorrelation of Gaussian AR2 given lag1 and lag2 correlations
Usage
1 | ar2acf(rho1,rho2,d)
|
Arguments
rho1 |
correlation for lag 1 |
rho2 |
correlation for lag 2, so correlation matrix with rho1,rho1,rho2 should be positive definite |
d |
dimension of desired Toeplitz matrix |
Value
acf function up to lag d-1
Examples
1 2 |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.