equicorr {QRMlib} | R Documentation |
constructs an equicorrelation matrix
equicorr(d, rho)
d |
dimension of matrix |
rho |
value of correlation |
an equicorrelation matrix
equicorr(7,0.5); # Bivariate Visualization ll <- c(0.01,0.99) BiDensPlot(func=dcopula.gauss,xpts=ll,ypts=ll,P=equicorr(2,0.5)); BiDensPlot(func=dcopula.t,xpts=ll,ypts=ll,nu=4,P=equicorr(2,0.5));