ARgenerate

generate AR(1) correlation matrices

Provides sampling and density functions for matrix
variate normal, t, and inverted t distributions; ML estimation for matrix
variate normal and t distributions using the EM algorithm,
including some restrictions on the parameters; and classification by linear and
quadratic discriminant analysis for matrix variate normal and t
distributions described in Thompson et al. (2019) <doi:10.1080/10618600.2019.1696208>.
Performs clustering with matrix variate normal and t mixture models.

Geoffrey Thompson

MixMatrix

Classification with Matrix Variate Normal and t Distributions

B. D. Ripley

W. N. Venables

ARgenerate function

<dl><dt>n</dt>
<dd>number of columns/rows</dd>
<dt>rho</dt>
<dd>correlation parameter</dd></dl>

Arguments

Generate a unit AR(1) covariance matrix — ARgenerate

<dl>

<dt>n</dt>
<dd>number of columns/rows</dd>


<dt>rho</dt>
<dd>correlation parameter</dd>

</dl>

ARgenerate: Generate a unit AR(1) covariance matrix

Description

Usage

Value

Arguments

See Also

Examples