drayl3D {DRAYL} R Documentation

## Three dimensional Rayleigh density by series expansion

### Description

Returns a 3D Rayleigh density for arbitrary covariance values. The resulting function can then be evaluated at arbitrary points.

### Usage

drayl3D(dK,Ccomp,lim)


### Arguments

 dK Determinant of the covariance matrix. Ccomp "Compressed" cofactor matrix, leaving out zero value entries. lim Number of series terms.

### Value

The 3D Rayleigh density for the compressed cofactor matrix Ccomp of the covariance matrix. The function can then be evaluated for 3-dimensional vectors r.

### Examples

library("RConics")

# Matrix
K3 = matrix(0,nrow = 6,ncol = 6)
sigma3 = sqrt(c(0.5,1,1.5))
diag(K3) = c(0.5,0.5,1,1,1.5,1.5)

# rho_12 rho_13 rho_23
rho3<-c(0.9,0.8,0.7)

K3[1,3]=K3[3,1]=K3[2,4]=K3[4,2]=sigma3[1]*sigma3[2]*rho3[1]
K3[1,5]=K3[5,1]=K3[2,6]=K3[6,2]=sigma3[1]*sigma3[3]*rho3[2]
K3[3,5]=K3[5,3]=K3[4,6]=K3[6,4]=sigma3[2]*sigma3[3]*rho3[3]