cov_intraclass: Constructs a p-dimensional intraclass covariance matrix.

In sortinghat: sortinghat

Description

We define a p \times p intraclass covariance (correlation) matrix to be Σ = σ^2 (1 - ρ) J_p + ρ I_p, where -(p-1)^{-1} < ρ < 1, I_p is the p \times p identity matrix, and J_p denotes the p \times p matrix of ones.

Usage

  cov_intraclass(p, rho, sigma2 = 1)

Arguments

p	the size of the covariance matrix
rho	the intraclass covariance (correlation) constant
sigma2	the coefficient of the intraclass covariance matrix

Value

an intraclass covariance matrix of size p \times p

sortinghat documentation built on May 30, 2017, 4:52 a.m.