create_corr: Create a covariance/correlation matrix

In m-clark/lazerhawk: Miscellaneous functions mostly inspired by synthwave

Description

Creates a correlation or covariance matrix given a vector of values for the lower triangle.

Usage

create_corr(x, diagonal = NULL)

Arguments

x	A numeric vector
diagonal	A vector of variances

Details

This function takes the provided values and creates a symmetric (covariance) matrix, e.g. for simulation or demonstration purposes. The values are filled column-wise in the lower triangle first. For example mat[1,2] = x[1], mat[1,3] = x[2] and so on.

Examples

library(lazerhawk)
cors = runif(6, -1, 1)
create_corr(cors)
covs = runif(3, 1, 5)
create_corr(covs, diag=c(1,2,3))

m-clark/lazerhawk documentation built on Sept. 8, 2020, 3:57 p.m.