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
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