### Test 1 : weak autocorrelation
ksi <- 1
diagVar <- abs(rnorm(100,50,5))
Sigma <- corr_matrix(diagVar,ksi^2)
persp(Sigma)
### Test 2 : strong autocorrelation
ksi <- 0.2
diagVar <- abs(rnorm(100,50,5))
Sigma <- corr_matrix(diagVar,ksi^2)
persp(Sigma)
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