getCov function

Estimation Helper Functions

Estimation Helper Functions

functions which provide the theoretical covariance [getCov()] and area [getArea()] for specific models and parameter values

getCov(t1, t2, model, p)

Arguments

  • t1: time 1
  • t2: time 2
  • model: the model
  • p: vector of the auto-correlation parameters i.e. p = c(tau.z, tau.v)

Details

getCov(t1, t2, model, p) calculates the covariance matrix for different models. mvrnorm2 is a slightly more efficient multivariate normal function.

  • Maintainer: Eliezer Gurarie
  • License: GPL-2
  • Last published: 2017-04-12

Useful links