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Thread: how to obtain variance-corvariance matrix by function

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    how to obtain variance-corvariance matrix by function




    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?

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    gotten, thx

    Quote Originally Posted by tolearn View Post
    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?

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