coefmat: Generate AR coefficient matrix
In yymmhaha/PackPaper1: Package related to my first paper
Description
Usage
Arguments
Value
Examples
Description
Generate a tridiagonal matrix. To be used for generating blockly correlated VAR series, XgenCorr.
Usage
1
coefmat(dimension, ondiag, offdiag)
Arguments
dimension
a number. Size of the matrix, should agree with the number of AR series
ondiag
a number. Value of main diagonal, this represents AR coefficient within each one series
offdiag
a number. Value of first diagonal above and below the main diagonal, this specifies the cross-correlation with the next neighbor series
Value
a tridiagonal matrix.
Examples
1
A11 <- coefmat(dimension = 3, ondiag = 0.4, offdiag = 0.15)
yymmhaha/PackPaper1 documentation built on May 24, 2019, 8:55 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
Generate a tridiagonal matrix. To be used for generating blockly correlated VAR series, XgenCorr.
Usage
1 | coefmat(dimension, ondiag, offdiag)
|
Arguments
dimension |
a number. Size of the matrix, should agree with the number of AR series |
ondiag |
a number. Value of main diagonal, this represents AR coefficient within each one series |
offdiag |
a number. Value of first diagonal above and below the main diagonal, this specifies the cross-correlation with the next neighbor series |
Value
a tridiagonal matrix.
Examples
1 | A11 <- coefmat(dimension = 3, ondiag = 0.4, offdiag = 0.15)
|
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.