Description Usage Arguments Details Value Examples
Design the theoretical covariance matrix from the multivariate normal distribution used to model the liabilities.
1 | covmatrix(hsq, sib = 0)
|
hsq |
heritability parameter. |
sib |
number of siblings. |
The covariance matrix is explained in detail in
vignette("liability-distribution")
.
A covariance matrix for the liabilities of a family with sib
number of siblings.
1 | covmatrix(0.5, 2)
|
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