mcap_cor: The Correlation Pattern Matrix

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/linearAlgebra-mcap_cor.R

Description

Creates a correlation pattern matrix.

Usage

1

Arguments

k

Positive integer. Dimension of the k by k matrix.

Details

\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}

Value

A matrix.

Author(s)

Ivan Jacob Agaloos Pesigan

References

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

See Also

Other Symmetric Functions: dcap(), mcap_diag(), mcap_sym(), pinv_of_dcap(), sym_of_vechs(), sym_of_vech()

Examples

1

jeksterslab/linearAlgebra documentation built on Dec. 20, 2021, 10:10 p.m.