covmat: Transform lambda and sigma to a covariance matrix.

View source: R/helpers.R

covmatR Documentation

Transform lambda and sigma to a covariance matrix.

Description

Transform lambda and sigma to a covariance matrix.

Usage

covmat(lambda, sigma)

Arguments

lambda

Vector of loadings.

sigma

Vector of standard deviations.

Value

The covariance matrix implied by lambda and sigma.


alphaci documentation built on May 29, 2024, 8:55 a.m.