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 1.0.3 Index]