inst/snippet/rho.R
A <- rbind(c(1, 0), c(-1, 0))
Sigma <- A %*% t(A); Sigma
det(Sigma)
rho <- Sigma[1,2] / (Sigma[1,1] * Sigma[2,2]); rho
A <- rbind(c(1, 0), c(-1, 0))
Sigma <- A %*% t(A); Sigma
det(Sigma)
rho <- Sigma[1,2] / (Sigma[1,1] * Sigma[2,2]); rho
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