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.

1 | ```
intraclass_cov(p, rho, sigma2 = 1)
``` |

`p` |
the dimension of the matrix |

`rho` |
the intraclass covariance (correlation) constant |

`sigma2` |
the coefficient of the intraclass covariance matrix |

an intraclass covariance matrix matrix of size p

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