cormat_ar1 {cases} | R Documentation |
Create an AR(1) correlation matrix
Description
Create an AR(1) correlation matrix
Usage
cormat_ar1(m, rho, d = TRUE)
Arguments
m |
(numeric) |
rho |
(numeric) |
d |
(logical | numeric) |
Value
(matrix)
AR(1) correlation matrix R with entries R_{ij} = \rho^{|i-j|}
[Package cases version 0.2.0 Index]