ARgenerate {MixMatrix}

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 n \times n matrix with 1 on the diagonal and rho^k on the other diagonals, where k is distance from the main diagonal. Used internally but it is useful for generating your own random matrices.

See Also

stats::toeplitz()

Examples

ARgenerate(6, .9)