Functions to build and update correlation and covariance matrices using a compact specification of off-diagonal terms.
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scalar: number of rows/colums required in correlation matrix.
3-column matrix or data frame specification of individual correlation or covariance terms. Can also be a vector of length 3. See Details.
vector of standard deviations or variances respectively. One of
vectors of names for the rows and columns of the returned
correlation or covariance matrix requiring amendment.
buildCor, the size of the returned correlation matrix is set using
n correlation matrix is returned. For
buildCov the size is
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.
covs is a vector of length 3, it is coerced
to a matrix of three columns.
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 email@example.com
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