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logVarCor <- function(x, corr, ...){
# logVarCor represents a non-negative definite
# matrix as log(diag(x)) with corr attribute
#
# if matrix, return log(diag(x)) with attr(, 'corr')
dimx <- dim(x)
if(length(dimx)>1){
if(length(dimx)>2){
stop('x is not a matrix; dim = ',
paste(dimx, collapse=', '))
}
logx <- log(diag(x))
names(logx) <- rownames(x)
Corr <- cov2cor(x)
if(dimx[1]<2){
attr(logx, 'corr') <- numeric(0)
} else {
attr(logx, 'corr') <- Corr[lower.tri(Corr)]
}
return(logx)
}
# otherwise, construct matrix from lower.tri(corr)
# with diag = exp(x)
k <- length(x)
if(missing(corr)){
corr <- attr(x, 'corr')
if(length(corr)<1){
corr <- rep(0, choose(k, 2))
}
}
s <- exp(x/2)
S2 <- outer(s, s)
if(k<2){
X <- S2
return(X)
}
Cor1 <- matrix(0, k, k)
Cor1[lower.tri(Cor1)] <- corr
Cor <- (diag(k)+Cor1+t(Cor1))
X <- (S2*Cor)
X
}
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