equicorr {QRM}

Equal Correlation Matrix

Description

Construction of an equal correlation matrix

Usage

equicorr(d, rho)

Arguments

d

integer, dimension of matrix

rho

numeric, value of correlation

Value

matrix

Examples

equicorr(7, 0.5)
ll <- c(0.01, 0.99)
BiDensPlot(func = dcopula.gauss, xpts = ll, ypts = ll,
           Sigma = equicorr(2,0.5))
BiDensPlot(func = dcopula.t, xpts = ll, ypts = ll , df = 4,
           Sigma = equicorr(2, 0.5))