| AR {GEInter} | R Documentation |
The covariance matrix with an autoregressive (AR) structure among variables
Description
The covariance matrix with an AR structure among variables, where the marginal variances are 1 and the jth and kth variables have correlation coefficient rho^abs(j-k).
Usage
AR(rho, p)
Arguments
rho |
The correlation coefficient indicating the AR relationship between the variables. |
p |
The dimension of variables. |
Value
A covariance matrix.
[Package GEInter version 0.3.2 Index]