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generate standard SAD1 covariance matrix

Usage

get_SAD1_covmatrix(par, n)

Arguments

par

vector with two number for SAD1 covariance matrix

n

scalar indicate length of time d

Value

SAD1 covariance matrix

Examples

get_SAD1_covmatrix(par = c(2,0.5), n = 14)
#>          [,1]    [,2]     [,3]     [,4]     [,5]     [,6]      [,7]      [,8]
#>  [1,]    0.25    0.50     1.00     2.00     4.00     8.00     16.00     32.00
#>  [2,]    0.50    1.25     2.50     5.00    10.00    20.00     40.00     80.00
#>  [3,]    1.00    2.50     5.25    10.50    21.00    42.00     84.00    168.00
#>  [4,]    2.00    5.00    10.50    21.25    42.50    85.00    170.00    340.00
#>  [5,]    4.00   10.00    21.00    42.50    85.25   170.50    341.00    682.00
#>  [6,]    8.00   20.00    42.00    85.00   170.50   341.25    682.50   1365.00
#>  [7,]   16.00   40.00    84.00   170.00   341.00   682.50   1365.25   2730.50
#>  [8,]   32.00   80.00   168.00   340.00   682.00  1365.00   2730.50   5461.25
#>  [9,]   64.00  160.00   336.00   680.00  1364.00  2730.00   5461.00  10922.50
#> [10,]  128.00  320.00   672.00  1360.00  2728.00  5460.00  10922.00  21845.00
#> [11,]  256.00  640.00  1344.00  2720.00  5456.00 10920.00  21844.00  43690.00
#> [12,]  512.00 1280.00  2688.00  5440.00 10912.00 21840.00  43688.00  87380.00
#> [13,] 1024.00 2560.00  5376.00 10880.00 21824.00 43680.00  87376.00 174760.00
#> [14,] 2048.00 5120.00 10752.00 21760.00 43648.00 87360.00 174752.00 349520.00
#>            [,9]      [,10]     [,11]     [,12]    [,13]    [,14]
#>  [1,]     64.00     128.00     256.0     512.0     1024     2048
#>  [2,]    160.00     320.00     640.0    1280.0     2560     5120
#>  [3,]    336.00     672.00    1344.0    2688.0     5376    10752
#>  [4,]    680.00    1360.00    2720.0    5440.0    10880    21760
#>  [5,]   1364.00    2728.00    5456.0   10912.0    21824    43648
#>  [6,]   2730.00    5460.00   10920.0   21840.0    43680    87360
#>  [7,]   5461.00   10922.00   21844.0   43688.0    87376   174752
#>  [8,]  10922.50   21845.00   43690.0   87380.0   174760   349520
#>  [9,]  21845.25   43690.50   87381.0  174762.0   349524   699048
#> [10,]  43690.50   87381.25  174762.5  349525.0   699050  1398100
#> [11,]  87381.00  174762.50  349525.2  699050.5  1398101  2796202
#> [12,] 174762.00  349525.00  699050.5 1398101.2  2796202  5592405
#> [13,] 349524.00  699050.00 1398101.0 2796202.5  5592405 11184810
#> [14,] 699048.00 1398100.00 2796202.0 5592405.0 11184810 22369621