R help - Jun 2005 - About simulations

Hello
I would like to generate covariance matrix with autoregressive
structure. I saw some functions in nlme such as corAR1 for example but I
don't know how to use it for my goal. Could someone help me or advise me
another function?
Thank you in advance
Caroline

ARMAacf() will give you the acf for an autoregression, and toeplitz()
wil turn this into a correlation matrix.  Then just multiply by the 
desired variance.

I am not sure what this has to do with your subject line, and ?arima.sim 
might be helpful for that.

On Fri, 17 Jun 2005, Caroline TRUNTZER wrote:
> Hello
> I would like to generate covariance matrix with autoregressive
> structure. I saw some functions in nlme such as corAR1 for example but I
> don't know how to use it for my goal. Could someone help me or advise
me
> another function?
> Thank you in advance
> Caroline
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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