compound: Generate compound symmetric matrices

Description Usage Arguments Value Examples

Description

Generate a p-dimensional compound symmetric matrix.

Usage

1
compound(p = 8, n = NULL)

Arguments

p

desired dimension

n

option to generate n observations from covariance matrix S

Value

Omega, S

Examples

1
2
# generate compound symmetric matrix with p = 5
compound(p = 5)

MGallow/statr documentation built on May 7, 2019, 2:04 p.m.