Hi All. I need to create a first-order autoregressive covariance matrix (AR(1)) for a longitudinal mixed-model simulation. I can do this using nested "for" loops but I'm trying to improve my R coding proficiency and am curious how it might be done in a more elegant manner.
To be clear, if there are 5 time points then the AR(1) matrix is 5x5 where the diagonal is a constant variance (sigma^2) and the covariances depend on the number of "steps" between trials. So, the first off-diagonal of the matrix is sigma*rho, the second off-diagonal is sigma*rho^2, the third off-diagonal is sigma*rho^3, and so forth. Any suggestions for an elegant method to flexibly create this matrix? Rick DeShon ______________________________________________ [email protected] 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.
