Load a correlation matrix to be used by the sampling scheme in stochastic programming.

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Description

R interface function for LINDO API function LSloadCorrelationMatrix. For more information, please refer to LINDO API User Manual.

Usage

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  rLSloadCorrelationMatrix(model,nDim,nCorrType,nQCnnz,paiQCcols1,
                           paiQCcols2,padQCcoef)

Arguments

model

A LINDO API model object, returned by rLScreateModel.

nDim

Number of stochastic parameters involved in the correlation structure.

nCorrType

Correlation type. Possible values are:

  • LS_CORR_PEARSON

  • LS_CORR_SPEARMAN

  • LS_CORR_KENDALL

nQCnnz

Number of nonzero correlation coefficients.

paiQCcols1

An integer array containing the first index of variable the correlation term belongs to.

paiQCcols2

An integer array containing the second index of variable the correlation term belongs to.

padQCcoef

A double array containing the correlation terms.

Value

An R list object with components:

ErrorCode

Zero if successful, nonzero otherwise.

References

LINDO SYSTEMS home page at www.lindo.com

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