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]