corrmat_blockAR1 {corrMCT}

Block AR(1) design correlation matrix

Description

An easy function to generate a block AR(1) design correlation matrix. Each diagonal element R_i is an AR(1) correlation matrix with dimension d_i \times d_i. Correlation coefficient in each block is \rho_i. All the off-diagonal elements are 0.

Usage

corrmat_blockAR1(d, rho)

Arguments

d

An integer vector. Length B of block dimensions. Element of d can be 1, it would not generate a sub-matrix with the corresponding element in rho, but just 1.

rho

A numeric vector. A length B vector of correlation coefficients, represent B different block of correlation matrix.

Value

A correlation matrix

Examples

corrmat_blockAR1(
  d = c(2,3,4),
  rho = c(0.1, 0.3, 0.5)
)