CSgenerate {MixMatrix} | R Documentation |
Generate a compound symmetric correlation matrix
CSgenerate(n, rho)
n |
number of dimensions |
rho |
off-diagonal element - a correlation between -1 and 1. Will warn if less than 0. |
returns an n * n matrix with 1 on the diagonal and rho
on the off-diagonal.
# generates a covariance matrix with 1 on the main diagonal # and 0.5 on the off-diagonal elements. CSgenerate(3,.5)