intraclass_cov {clusteval} | R Documentation |
We define a p \times p intraclass covariance (correlation) matrix to be Σ_m = σ^2 (1 - ρ) J_p + ρ I_p, where -(p-1)^{-1} < ρ < 1, I_p is the p \times p identity matrix, and J_p denotes the p \times p matrix of ones.
intraclass_cov(p, rho, sigma2 = 1)
p |
the dimension of the matrix |
rho |
the intraclass covariance (correlation) constant |
sigma2 |
the coefficient of the intraclass covariance matrix |
an intraclass covariance matrix matrix of size p