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..

Usage

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.

Value

A correlation matrix.

Author

Paul Johnson pauljohn@ku.edu

Examples

lazyCor(0.5, 8)
#>      [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
#> [1,]  1.0  0.5  0.5  0.5  0.5  0.5  0.5  0.5
#> [2,]  0.5  1.0  0.5  0.5  0.5  0.5  0.5  0.5
#> [3,]  0.5  0.5  1.0  0.5  0.5  0.5  0.5  0.5
#> [4,]  0.5  0.5  0.5  1.0  0.5  0.5  0.5  0.5
#> [5,]  0.5  0.5  0.5  0.5  1.0  0.5  0.5  0.5
#> [6,]  0.5  0.5  0.5  0.5  0.5  1.0  0.5  0.5
#> [7,]  0.5  0.5  0.5  0.5  0.5  0.5  1.0  0.5
#> [8,]  0.5  0.5  0.5  0.5  0.5  0.5  0.5  1.0
lazyCor(c(0.1, 0.2, 0.3))
#>      [,1] [,2] [,3]
#> [1,]  1.0  0.1  0.2
#> [2,]  0.1  1.0  0.3
#> [3,]  0.2  0.3  1.0
lazyCor(c(0.1, 0.2, 0.3, 0.4, 0.5, 0.6))
#>      [,1] [,2] [,3] [,4]
#> [1,]  1.0  0.1  0.2  0.3
#> [2,]  0.1  1.0  0.4  0.5
#> [3,]  0.2  0.4  1.0  0.6
#> [4,]  0.3  0.5  0.6  1.0