gen_RE_cov_matrix {PUMP}R Documentation

generate a parameterized covariance matrix from the provided 3 blocks

Description

generate a parameterized covariance matrix from the provided 3 blocks

Usage

gen_RE_cov_matrix(Sigma.w, Sigma.z, Sigma.wz)

Arguments

Sigma.w

level 3 covariance matrix

Sigma.z

level 2 covariance matrix

Sigma.wz

covariance between level 2 and level 3

Value

2M x 2M matrix for generating correlated pairs of random effects


[Package PUMP version 1.0.3 Index]