[R] About simulations

[Prof Brian Ripley]

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)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595