ARgenerate {MixMatrix} | R Documentation |
Generate a unit AR(1) covariance matrix
Description
generate AR(1) correlation matrices
Usage
ARgenerate(n, rho)
Arguments
n |
number of columns/rows |
rho |
correlation parameter |
Value
Toeplitz matrix with 1 on the diagonal
and
on the other diagonals, where
is distance from the
main diagonal.
Used internally but it is useful for generating your own random matrices.
See Also
Examples
ARgenerate(6, .9)
[Package MixMatrix version 0.2.6 Index]