acvMatrix {beyondWhittle}R Documentation

Build an n times n Toeplitz matrix from the autocovariance values gamma(0),...,gamma(n-1)

Description

Build an n times n Toeplitz matrix from the autocovariance values gamma(0),...,gamma(n-1)

Usage

acvMatrix(acv)

[Package beyondWhittle version 1.2.0 Index]