gen_cov_matrix: generate covariance matrix between two variables

View source: R/simulation.R

gen_cov_matrixR Documentation

generate covariance matrix between two variables

Description

generate covariance matrix between two variables

Usage

gen_cov_matrix(D, var1.vec, var2.vec, rho.matrix)

Arguments

D

dimension of matrix

var1.vec

vector of variances of first variable

var2.vec

vector of variances of second variable

rho.matrix

matrix of correlations

Value

Sigma matrix of covariance


PUMP documentation built on April 4, 2025, 5:19 a.m.