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tolearn
06-13-2008, 11:48 PM
cs1<-corAR1(0.2)
ran<-rnorm(20,0,cs1)

an AR(1) model with coefficient 0.2, and random 20 normal samples with mean 0 and variance-corvariance structure as cs1, then how to use a function to obtain the 20 dimensional variance-corvariance matrix of ran?:confused:

tolearn
06-14-2008, 12:17 AM
gotten, thx


cs1<-corAR1(0.2)
ran<-rnorm(20,0,cs1)

an AR(1) model with coefficient 0.2, and random 20 normal samples with mean 0 and variance-corvariance structure as cs1, then how to use a function to obtain the 20 dimensional variance-corvariance matrix of ran?:confused: