cov_matrix {holiglm}

Construct Covariance matrix

Description

Utility function for constructing covariance matrices based on a simple triplet format (simple_triplet_matrix).

Usage

cov_matrix(k, i, j, v)

Arguments

k

an integer giving the number of rows and columns of the constructed covariance matrix.

i

an integer vector giving the row indices.

j

an integer vector giving the row indices.

v

a numeric vector giving the corresponding values.

Value

A dense matrix of covariances.

See Also

Other simulation: rhglm()

Examples

cov_matrix(5, c(1, 2), c(2, 3), c(0.8, 0.9))