gen_cov_matrix {PUMP} | R Documentation |
generate covariance matrix between two variables
Description
generate covariance matrix between two variables
Usage
gen_cov_matrix(D, var1.vec, var2.vec, rho.matrix)
Arguments
D |
dimension of matrix |
var1.vec |
vector of variances of first variable |
var2.vec |
vector of variances of second variable |
rho.matrix |
matrix of correlations |
Value
Sigma matrix of covariance
[Package PUMP version 1.0.4 Index]