R: Construct an intraclass covariance matrix.

intraclass_cov {clusteval} | R Documentation

## Construct an intraclass covariance matrix.

### Description

We define a p \times p intraclass covariance (correlation) matrix to be Σ_m = σ^2 (1 - ρ) J_p + ρ I_p, where -(p-1)^{-1} < ρ < 1, I_p is the p \times p identity matrix, and J_p denotes the p \times p matrix of ones.

### Usage

      intraclass_cov(p, rho, sigma2 = 1)

### Arguments

`p` | the dimension of the matrix
`rho` | the intraclass covariance (correlation) constant
`sigma2` | the coefficient of the intraclass covariance matrix

### Value

an intraclass covariance matrix matrix of size p

[Package clusteval version 0.1 Index]