# intraclass_cov: Construct an intraclass covariance matrix. In clusteval: Evaluation of Clustering Algorithms

## Description

We define a p \times p intraclass covariance (correlation) matrix to be Σ_m = σ^2 (1 - ρ) J_p + ρ I_p, where -(p-1)^{-1} < ρ < 1, I_p is the p \times p identity matrix, and J_p denotes the p \times p matrix of ones.

## Usage

 1  intraclass_cov(p, rho, sigma2 = 1) 

## Arguments

 p the dimension of the matrix rho the intraclass covariance (correlation) constant sigma2 the coefficient of the intraclass covariance matrix

## Value

an intraclass covariance matrix matrix of size p

clusteval documentation built on May 29, 2017, 11:45 p.m.

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