mkCovR: Upper Cholesky factor of covariance

Description Usage Arguments Value

Description

Upper Cholesky factor of a 2 by 2 covariance matrix

Usage

1
mkCovR(v1, v2, r)

Arguments

v1

positive numeric, variance of first coordinate

v2

positive numeric, variance of second coordinate

r

numeric in the range [-1,1], correlation

Value

The upper triangular Cholesky factor of the covariance matrix


dmbates/RePsychLing documentation built on May 15, 2019, 9:19 a.m.