CSgenerate {MixMatrix} | R Documentation |
Generate a compound symmetric correlation matrix
Description
Generate a compound symmetric correlation matrix
Usage
CSgenerate(n, rho)
Arguments
n |
number of dimensions |
rho |
off-diagonal element - a correlation between -1 and 1. Will warn if less than 0. |
Value
returns an n \times n
matrix with 1 on the diagonal and
rho
on the off-diagonal.
Examples
# generates a covariance matrix with 1 on the main diagonal
# and 0.5 on the off-diagonal elements.
CSgenerate(3, .5)
[Package MixMatrix version 0.2.6 Index]