block_corrmat | R Documentation |
Create a block correlation matrix
block_corrmat(rho = 0.8, blocks = 3, size = 2)
rho |
numeric, correlation strength |
blocks |
integer, number of blocks |
size |
integer, block size |
Implementation copied from https://stats.stackexchange.com/questions/171342/more-efficient-way-to-create-block-toeplitz-matrix-in-r
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