mat.gau {dae} R Documentation

## Forms an exponential correlation matrix

### Description

Form the correlation matrix of order equal to the length of coordinates. The matrix has diagonal elements equal to one and the off-diagonal element in the ith row and jth column equal to \rho^k where k = (coordinate[i]- coordinate[j])^2.

### Usage

mat.gau(rho, coordinates)

### Arguments

 rho The correlation for points a distance of one apart. coordinates The coordinates of points whose correlation matrix is to be formed.

### Value

A correlation matrix whose elements depend on the power of the absolute distance apart.

### Author(s)

Chris Brien

mat.I, mat.J, mat.banded, mat.ar1, mat.ar2, mat.ar3, mat.sar2, mat.ma1, mat.ma2, mat.arma, mat.exp
    corr <- mat.gau(coordinates=c(3:6, 9:12, 15:18), rho=0.1)