mat.sar {dae} | R Documentation |

## Forms an sar correlation matrix

### Description

Form the correlation `matrix`

of order `order`

whose
correlations follow the sar pattern. The resulting `matrix`

is banded.

### Usage

`mat.sar(SARparameter, order)`

### Arguments

`SARparameter` |
A |

`order` |
The order of the |

### Details

The values of the correlations in the correlation matrix, `corr`

say, are calculated
from the SARparameter, gamma as follows. The values in

the diagonal of

`corr`

(`k = 1`

) are one;the first subdiagonal band (

`k = 2`

) of`corr`

are equal to`gamma/(1 + (gamma * gamma / 4))`

;the subsequent subdiagonal bands, (

`k = 3:order`

), of`corr`

are equal to

`gamma * corr[k-1] - (gamma * gamma/4) * corr[k-2].`

### Value

A banded correlation `matrix`

whose elements follow an sar pattern.

### Author(s)

Chris Brien

### See Also

`mat.I`

, `mat.J`

, `mat.cor`

, `mat.corg`

,
`mat.banded`

, `mat.exp`

,
`mat.gau`

, `mat.ar1`

, `mat.ar2`

, `mat.ar3`

,
`mat.sar2`

, `mat.ma1`

, `mat.ma2`

, `mat.arma`

### Examples

```
corr <- mat.sar(SARparameter = -0.4, order = 4)
```

*dae*version 3.2.28 Index]