gen_cov_matrix: generate covariance matrix between two variables
In MDRCNY/PUMP: Power Under Multiplicity Project
gen_cov_matrix R Documentation
generate covariance matrix between two variables
Description
generate covariance matrix between two variables
Usage
gen_cov_matrix(D, var1.vec, var2.vec, rho.matrix)
Arguments
D
dimension of matrix
var1.vec
vector of variances of first variable
var2.vec
vector of variances of second variable
rho.matrix
matrix of correlations
Value
Sigma matrix of covariance
MDRCNY/PUMP documentation built on Feb. 26, 2025, 11:22 a.m.
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| gen_cov_matrix | R Documentation |
generate covariance matrix between two variables
Description
generate covariance matrix between two variables
Usage
gen_cov_matrix(D, var1.vec, var2.vec, rho.matrix)
Arguments
D |
dimension of matrix |
var1.vec |
vector of variances of first variable |
var2.vec |
vector of variances of second variable |
rho.matrix |
matrix of correlations |
Value
Sigma matrix of covariance
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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