Description Usage Arguments Details Value Note Author(s) References See Also Examples
Generate two type of covariance matrix
1 |
sdvec |
a positive vector, standard deviation of each random variable. |
rho |
a value between 0 and 1, a baseline vlaue of correlation coefficient. |
type |
a character, specify the type of correlation matrix and only include 'toeplitz' and 'identity' in current version. |
The argument rho specify the size of correlation coeffient. As for argument type, if type='toeplitz', sigma_ij=rho^|i-j|; if type ='identity', sigma_ij=rho when i!=j and sigma_ij=1 when i=j.
return a covariance matrix with a type of specified structure.
nothing
Liu Wei
nothing.
cov2cor
1 2 |
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