equicorr {QRMlib}R Documentation

Equicorrelation Matrix

Description

constructs an equicorrelation matrix

Usage

equicorr(d, rho)

Arguments

d dimension of matrix
rho value of correlation

Value

an equicorrelation matrix

See Also

rmnorm, rmt

Examples

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)); 

[Package QRMlib version 1.4.4 Index]