corCS
Compound Symmetry Correlation Structure
Description
This function is a constructor for the corCS correlation matrix representing
a compound symmetry structure corresponding to uniform correlation.
Usage
Arguments
| Argument | Description |
|---|---|
rho |
the value of the correlation between any two correlated observations, which must be between -1 and 1. |
p |
dimension of the requested correlation matrix. |
Value
Returns a \(p\) by \(p\) matrix.