ar1 {binarySimCLF}R Documentation

Construct An AR(1) Correlation Matrix

Description

This function constructs an AR(1) correlation matrix.

Usage

ar1(n, rho)

Arguments

n The dimension of the correlation matrix. This usually corresponds to cluster size.
rho The correlation parameter.

Value

Returns an AR(1) correlation matrix satisfying n and rho.

See Also

ma1, xch

Examples

    # Example
    ar1(5,0.75)
    ar1(3,0.25)

[Package binarySimCLF version 1.0 Index]