corrmat_blockAR1 {corrMCT} | R Documentation |
Block AR(1) design correlation matrix
Description
An easy function to generate a block AR(1) design correlation matrix. Each diagonal
element R_i
is an AR(1) correlation matrix with dimension
d_i \times d_i
. Correlation coefficient in each block is \rho_i
.
All the off-diagonal elements are 0
.
Usage
corrmat_blockAR1(d, rho)
Arguments
d |
An integer vector. Length |
rho |
A numeric vector. A length |
Value
A correlation matrix
Examples
corrmat_blockAR1(
d = c(2,3,4),
rho = c(0.1, 0.3, 0.5)
)
[Package corrMCT version 0.1.0 Index]