Description Usage Arguments Value Examples
View source: R/CovarianceStructure.R
UniformCorrelation
1 | UniformCorrelation(rho, sigma2, nTimePoints)
|
rho |
the pearson correlation parameter (should be between -1 and 1) |
sigma2 |
the residual variance |
nTimePoints |
the number of timepoints |
VarCovMatr a VarCovMatr object which is a squared matrix defining the covariance structure.
1 | VarCovMatr <- UniformCorrelation(rho=0.5,sigma2=2,nTimePoints=6)
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