R/linearAlgebra-mcap_diag.R

In jeksterslab/linearAlgebra: Linear Algebra with R

#' The Diagonal Pattern Matrix
#'
#' Creates a diagonal pattern matrix.
#'
#' \eqn{
#'     \mathbf{M}_{k}
#'     \left(
#'     d
#'     \right)
#' }
#' is the
#' \eqn{
#'     k \times k
#' }
#' diagonal pattern matrix with
#'
#' \deqn{
#'     \left(
#' 	   \mathbf{M}_{k}
#' 	   \left(
#'     d
#' 	   \right)
#' 	   \right)_{ij, gh}
#' 	   =
#' 	   \begin{cases}
#' 	       1
#' 		   &
#' 		   \text{if}
#' 		   \quad
#' 		   i = j = g = h
#' 		   ,
#' 		   \\
#' 	       0
#' 		   &
#' 		   \text{otherwise}
#' 		   .
#'     \end{cases}
#' }
#'
#' @author Ivan Jacob Agaloos Pesigan
#'
#' @inheritParams dcap
#'
#' @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
#'
#' @return A matrix.
#'
#' @examples
#' mcap_diag(3)
#' @family Symmetric Functions
#' @keywords linearAlgebra symmetric
#' @export
mcap_diag <- function(k) {
  .check_pos_scalar_int(k)
  .mcap_diag(k)
}