AR1.cor {BayesRGMM} | R Documentation |
AR(1) correlation matrix
Description
Generate a correlation matrix for AR(1) model
Usage
AR1.cor(n, rho)
Arguments
n |
size of matrix |
rho |
correlation between -1 to 1 |
Value
AR(1) correlation matrix
Details
The correlation matrix is created as
Examples
AR1.cor(5, 0.5)
[Package BayesRGMM version 2.2 Index]