getInvCovAR {templateICAr}R Documentation

Compute inverse covariance matrix for AR process (up to a constant scaling factor)

Description

Compute inverse covariance matrix for AR process (up to a constant scaling factor)

Usage

getInvCovAR(ar, ntime)

Arguments

ar

vector of p AR parameters

ntime

number of time points in timeseries

Value

inverse covariance matrix for AR process (up to a constant scaling factor)


[Package templateICAr version 0.9.1 Index]