corCS {fastmatrix}

Compound symmetry correlation structure

Description

This function is a constructor for the corCS correlation matrix representing a compound symmetry structure corresponding to uniform correlation.

Usage

corCS(rho, p = 2)

Arguments

rho

the value of the correlation between any two correlated observations, which must be between -1 and 1.

p

dimension of the requested correlation matrix.

Value

Returns a p by p matrix.

Examples

R <- corCS(rho = 0.8, p = 5)