scalar: number of rows/colums required in correlation matrix.
cors, covs
3-column matrix or data frame specification of individual
correlation or covariance terms. Can also be a vector of length 3. See Details.
s, vars
vector of standard deviations or variances respectively. One of
s or vars must be present.
cor.names, cov.names
vectors of names for the rows and columns of the returned
matrix. cov.names defaults to names(s) if s is named.
cor, cov
correlation or covariance matrix requiring amendment.
Details
For buildCor, the size of the returned correlation matrix is set using n;
an n by n correlation matrix is returned. For buildCov the size is
set to length(s) by length(s).
Each row of cors specifies a correlation term r[i,j] in the form
(i, j, r[i,j]. That is, the first two columns give the row
and column in the desired correlation matrix, and the third gives the relevant
correlation coefficient. On constructing or updating the correlation matrix,
r[i,j] is set equal to r[j,i], so it is only necessary
to specify one of r[i,j] or r[j,i].
covs specifies covariance terms in the same way except that the third column of
covs must be a covariance.
If either cors or covs is a vector of length 3, it is coerced
to a matrix of three columns.
If cor.names or cov.names are present, the matrix returned has
dimnames set to the names supplied.
All four functions test for positive definite return values and generate a
warning if not positive definite.
Value
A square symmetric correlation or covariance matrix.