covmat {alphaci} | R Documentation |
Transform lambda and sigma to a covariance matrix.
Description
Transform lambda and sigma to a covariance matrix.
Usage
covmat(lambda, sigma)
Arguments
lambda |
Vector of loadings. |
sigma |
Vector of standard deviations. |
Value
The covariance matrix implied by lambda and sigma.
[Package alphaci version 1.0.1 Index]