Module: modalities.fmri.spm.correlation


nipy.modalities.fmri.spm.correlation.ARcomponents(rho, n, drho=0.05, cor=False, sigma=1)

Numerically differentiate covariance matrices of AR(p) of length n with respect to AR parameters around the value rho.

If drho is a vector, they are treated as steps in the numerical differentiation.

nipy.modalities.fmri.spm.correlation.ARcovariance(rho, n, cor=False, sigma=1.0)

Return covariance matrix of a sample of length n from an AR(p) process with parameters rho.


rho – an array of length p sigma – standard deviation of the white noise