lazyCor: Create correlation matrices.

In rockchalk: Regression Estimation and Presentation

Create correlation matrices.

Description

Use can supply either a single value (the common correlation among all variables), a column of the lower triangular values for a correlation matrix, or a candidate matrix. The function will check X and do the right thing. If X is a matrix, check that it is a valid correlation matrix. If its a single value, use that to fill up a matrix. If itis a vector, try to use it as a vech to fill the lower triangle..

Usage

lazyCor(X, d)

Arguments

X	Required. May be one value, a vech, or a matrix
d	Optional. The number of rows in the correlation matrix to be created. lazyCor will deduce the desired size from X if possible. If X is a single value, d is a required argument.

Value

A correlation matrix.

Author(s)

Paul Johnson [e-mail]

Examples

lazyCor(0.5, 8)
lazyCor(c(0.1, 0.2, 0.3))
lazyCor(c(0.1, 0.2, 0.3, 0.4, 0.5, 0.6))

rockchalk documentation built on Aug. 6, 2022, 5:05 p.m.