Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/linearAlgebra-mcap_cor.R
Creates a correlation pattern matrix.
1 | mcap_cor(k)
|
k |
Positive integer.
Dimension of the |
\mathbf{M}_{k} ≤ft( c \right) is the k \times k correlation pattern matrix with
≤ft( \mathbf{M}_{k} ≤ft( c \right) \right)_{ij, gh} = \begin{cases} \frac{1}{2} & \text{if} \quad ≤ft( i, j \right) = ≤ft( g, h \right) \text{or} ≤ft( i, j \right) = ≤ft( h, g \right), \quad i \neq j , g \neq h, \\ 0 & \text{if} \quad i = j = g = h , \\ 0 & \text{otherwise} . \end{cases}
A matrix.
Ivan Jacob Agaloos Pesigan
Nel, D. G. (1985). A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients. Linear Algebra and its Applications, 67, 137–145. https://doi.org/10.1016/0024-3795(85)90191-0
Other Symmetric Functions:
dcap()
,
mcap_diag()
,
mcap_sym()
,
pinv_of_dcap()
,
sym_of_vechs()
,
sym_of_vech()
1 | mcap_cor(3)
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