Pconstruct {QRM} | R Documentation |
This function converts a vector of values representing the terms of a lower triangular matrix A with ones on the diagonal and returns the correlation matrix corresponding to the covariance matrix AA' (see page 235 in QRM).
Pconstruct(theta)
theta |
|
matrix
link{Pdeconstruct}
P <- Pconstruct(1:6) eigen(P) Pdeconstruct(P)