corrmat_blockAR1: Block AR(1) design correlation matrix

In corrMCT: Correlated Weighted Hochberg

Block AR(1) design correlation matrix

Description

An easy function to generate a block AR(1) design correlation matrix. Each diagonal element R_i is an AR(1) correlation matrix with dimension d_i \times d_i. Correlation coefficient in each block is \rho_i. All the off-diagonal elements are 0.

Usage

corrmat_blockAR1(d, rho)

Arguments

d	An integer vector. Length B of block dimensions. Element of d can be 1, it would not generate a sub-matrix with the corresponding element in rho, but just 1.
rho	A numeric vector. A length B vector of correlation coefficients, represent B different block of correlation matrix.

Value

A correlation matrix

Examples

corrmat_blockAR1(
  d = c(2,3,4),
  rho = c(0.1, 0.3, 0.5)
)

corrMCT documentation built on Sept. 11, 2024, 6:58 p.m.