dae (version 3.1-23)

mat.gau: Forms an exponential correlation matrix

Description

Form the correlation matrix of order equal to the length of coordinates. The matrix has diagonal elements equal to one and the off-diagonal element in the ith row and jth column equal to \(\rho^k\) where \(k = (coordinate[i]- coordinate[j])^2\).

Usage

mat.gau(rho, coordinates)

Arguments

rho

The correlation for points a distance of one apart.

coordinates

The coordinates of points whose correlation matrix is to be formed.

Value

A correlation matrix whose elements depend on the power of the absolute distance apart.

See Also

mat.I, mat.J, mat.banded, mat.ar1, mat.ar2, mat.ar3, mat.sar2, mat.ma1, mat.ma2, mat.arma, mat.exp

Examples

Run this code
# NOT RUN {
    corr <- mat.gau(coordinates=c(3:6, 9:12, 15:18), rho=0.1)
# }

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