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hscovar (version 0.4.2)

AR1: Correlation matrix of an autoregressive model of order 1

Description

An order-1 autoregressive correlation matrix is set up which is used for the examples on power and sample size calculation.

Usage

AR1(p, rho)

Arguments

p

dimension

rho

correlation

Value

(p x p) matrix

Examples

Run this code
# NOT RUN {
  AR1(10, 0.2)
# }

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