block_corrmat: Create a block correlation matrix

View source: R/misc_mbb.R

block_corrmatR Documentation

Create a block correlation matrix

Description

Create a block correlation matrix

Usage

block_corrmat(rho = 0.8, blocks = 3, size = 2)

Arguments

rho

numeric, correlation strength

blocks

integer, number of blocks

size

integer, block size

Details

Implementation copied from https://stats.stackexchange.com/questions/171342/more-efficient-way-to-create-block-toeplitz-matrix-in-r


maxwestphal/SEPM.SIM documentation built on April 11, 2024, 4:06 p.m.