cm2ca {covKCD}

R Documentation

Covariance matrix to covariance array

Description

Reshape a covariance matrix to a covariance array.

Usage

cm2ca(S, p1, p2)

Arguments

S	a covariance matrix of dimension (p1p2)*(p1p2).
p1	the row dimension.
p2	the column dimension.

Value

a four-way array where entry i1,j1,i2,j2 gives the covariance between element i1,j1 and element i2,j2 of a random matrix.

Author(s)

Peter Hoff

Examples

p1<-4 ; p2<-7 ; p<-p1*p2 
 
S<-rWishart(1,p,diag(p))[,,1] 
A<-cm2ca(S,p1,p2) 
range(S-ca2cm(A)) 

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