allReg {binarySimCLF}R Documentation

An Intermediate Matrix

Description

This function computes an INTERMEDIATE matrix that is to be used by other routines. Details of this intermediate matrix is found in Qaqish (2003). This intermediate is needed for the actual simulation.

Usage

allReg(V)

Arguments

V The covariance matrix cov(Y).

Value

Returns a matrix that is some function of V.

Examples

    #Examples

    # correlation matrix
    r = cbind( c(1, 0.1, 0.2), c(0.1, 1, 0.3), c(0.2, 0.3, 1) );

    # mean vector
    mu = c(0.4, 0.5, 0.6);

    # covariance matrix
    v = cor2var(r, mu) ;

    # Intermediate matrix
    B = allReg(v);

[Package binarySimCLF version 1.0 Index]