An easy function to generate a block AR(1) design correlation matrix. Each diagonal
element \(R_i\) is an AR(1) correlation matrix with dimension
\(d_i \times d_i\). Correlation coefficient in each block is \(\rho_i\).
All the off-diagonal elements are \(0\).
Usage
corrmat_blockAR1(d, rho)
Value
A correlation matrix
Arguments
d
An integer vector. Length \(B\) of block dimensions. Element of d
can be 1, it would not generate a sub-matrix with the corresponding element in
rho, but just \(1\).
rho
A numeric vector. A length \(B\) vector of correlation coefficients,
represent \(B\) different block of correlation matrix.