mat.ma1 {dae}R Documentation

Forms an ma1 correlation matrix

Description

Form the correlation matrix of order order whose correlations follow the ma1 pattern. The matrix is banded and has diagonal elements equal to one and subdiagonal element equal to
-MAparameter / (1 + MAparameter*MAparameter).

Usage

mat.ma1(MAparameter, order)

Arguments

MAparameter

The moving average parameter, being the weight applied to the lag 1 random pertubation.

order

The order of the matrix to be formed.

Value

A banded correlation matrix whose elements follow an ma1 pattern.

Author(s)

Chris Brien

See Also

mat.I, mat.J, mat.exp, mat.gau, mat.banded, mat.ar2, mat.ar3, mat.sar2, mat.ma2, mat.arma

Examples

    corr <- mat.ma1(MAparameter=0.4, order=4)

[Package dae version 3.2-13 Index]