cormat_ar1 {cases}

Create an AR(1) correlation matrix

Description

Create an AR(1) correlation matrix

Usage

cormat_ar1(m, rho, d = TRUE)

Arguments

m

integer, dimension

rho

numeric, correlation parameter in (0,1)

d

binary vector of length m, whereby TRUE/FALSE (alternatively 1/0) indicate active/inactive components of underlying random vector.

Value

R_{ij} = \rho^{|i-j|}