Dimitris Rizopoulos wrote:
> one option is the following:
>
> times <- 1:5
> rho <- 0.5
> sigma <- 2
> ###############
> H <- abs(outer(times, times, "-"))
> V <- sigma * rho^H
> p <- nrow(V)
> V[cbind(1:p, 1:p)] <- V[cbind(1:p, 1:p)] * sigma
> V
>
>
Hmm, I'd rather use
x <- diag(5)
x <- sigma * rho^abs(row(x)-col(x))
-p
-- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard_at_biostat.ku.dk) FAX: (+45) 35327907 ______________________________________________ R-help_at_stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Fri 11 May 2007 - 15:03:51 GMT
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