corrmat_AR1 {corrMCT}

AR(1) correlation matrix

Description

An easy function to generate a AR(1) correlation matrix.

Usage

corrmat_AR1(m, rho)

Arguments

m

An integer. Dimension of the correlation matrix.

rho

A number. Correlation coefficient between (0,1)

Value

A correlation matrix

Examples

corrmat_AR1(
  m = 3,
  rho = 0.2
)