equicorr: Equal Correlation Matrix
In QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts
equicorr R Documentation
Equal Correlation Matrix
Description
Construction of an equal correlation matrix
Usage
equicorr(d, rho)
Arguments
d
integer, dimension of matrix
rho
numeric, value of correlation
Value
matrix
Examples
equicorr(7, 0.5)
ll <- c(0.01, 0.99)
BiDensPlot(func = dcopula.gauss, xpts = ll, ypts = ll,
Sigma = equicorr(2,0.5))
BiDensPlot(func = dcopula.t, xpts = ll, ypts = ll , df = 4,
Sigma = equicorr(2, 0.5))
QRM documentation built on April 11, 2025, 3:09 p.m.
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| equicorr | R Documentation |
Equal Correlation Matrix
Description
Construction of an equal correlation matrix
Usage
equicorr(d, rho)
Arguments
d |
integer, dimension of matrix |
rho |
numeric, value of correlation |
Value
matrix
Examples
equicorr(7, 0.5)
ll <- c(0.01, 0.99)
BiDensPlot(func = dcopula.gauss, xpts = ll, ypts = ll,
Sigma = equicorr(2,0.5))
BiDensPlot(func = dcopula.t, xpts = ll, ypts = ll , df = 4,
Sigma = equicorr(2, 0.5))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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