Description Usage Arguments Details Value Author(s) References See Also Examples
Functions to build and update correlation and covariance matrices using a compact specification of offdiagonal terms.
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n 
scalar: number of rows/colums required in correlation matrix. 
cors, covs 
3column matrix or data frame specification of individual correlation or covariance terms. Can also be a vector of length 3. See Details. 
s, vars 
vector of standard deviations or variances respectively. One of

cor.names, cov.names 
vectors of names for the rows and columns of the returned
matrix. 
cor, cov 
correlation or covariance matrix requiring amendment. 
For buildCor
, the size of the returned correlation matrix is set using n
;
an n
by n
correlation matrix is returned. For buildCov
the size is
set to length(s)
by length(s)
.
Each row of cors
specifies a correlation term r[i,j] in the form
(i, j, r[i,j]. That is, the first two columns give the row
and column in the desired correlation matrix, and the third gives the relevant
correlation coefficient. On constructing or updating the correlation matrix,
r[i,j] is set equal to r[j,i], so it is only necessary
to specify one of r[i,j] or r[j,i].
covs
specifies covariance terms in the same way except that the third column of
covs
must be a covariance.
If either cors
or covs
is a vector of length 3, it is coerced
to a matrix of three columns.
If cor.names
or cov.names
are present, the matrix returned has
dimnames set to the names supplied.
All four functions test for positive definite return values and generate a warning if not positive definite.
A square symmetric correlation or covariance matrix.
S. L. R. Ellison s.ellison@lgc.co.uk
None.
None.
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