lazyCor function

Create correlation matrices.

Use can supply either a single value (the common correlation among all variables), a column of the lower triangular values for a correlation matrix, or a candidate matrix. The function will check X and do the right thing. If X is a matrix, check that it is a valid correlation matrix. If its a single value, use that to fill up a matrix. If itis a vector, try to use it as a vech to fill the lower triangle..

lazyCor(X, d)

Arguments

• X: Required. May be one value, a vech, or a matrix
• d: Optional. The number of rows in the correlation matrix to be created. lazyCor will deduce the desired size from X if possible. If X is a single value, d is a required argument.

Returns

A correlation matrix.

Examples

lazyCor(0.5, 8)
lazyCor(c(0.1, 0.2, 0.3))
lazyCor(c(0.1, 0.2, 0.3, 0.4, 0.5, 0.6))

Author(s)

Paul Johnson pauljohn@ku.edu