getCov {marcher}R Documentation

Estimation Helper Functions

Description

functions which provide the theoretical covariance [getCov()] and area [getArea()] for specific models and parameter values

Usage

getCov(t1, t2, model, p)

Arguments

t1

time 1

t2

time 2

model

the model

p

vector of the auto-correlation parameters i.e. p = c(tau.z, tau.v)

Details

getCov(t1, t2, model, p) calculates the covariance matrix for different models. mvrnorm2 is a slightly more efficient multivariate normal function.


[Package marcher version 0.0-2 Index]