Generate compound symmetric matrices

Generate a p-dimensional compound symmetric matrix.

compound(p = 8, n = NULL)

Arguments

p	desired dimension
n	option to generate n observations from covariance matrix S

Value

Omega, S

Examples

# generate compound symmetric matrix with p = 5
compound(p = 5)
#> $Omega
#>      [,1] [,2] [,3] [,4] [,5]
#> [1,]  1.0  0.9  0.9  0.9  0.9
#> [2,]  0.9  1.0  0.9  0.9  0.9
#> [3,]  0.9  0.9  1.0  0.9  0.9
#> [4,]  0.9  0.9  0.9  1.0  0.9
#> [5,]  0.9  0.9  0.9  0.9  1.0
#> 
#> $S
#>           [,1]      [,2]      [,3]      [,4]      [,5]
#> [1,]  8.043478 -1.956522 -1.956522 -1.956522 -1.956522
#> [2,] -1.956522  8.043478 -1.956522 -1.956522 -1.956522
#> [3,] -1.956522 -1.956522  8.043478 -1.956522 -1.956522
#> [4,] -1.956522 -1.956522 -1.956522  8.043478 -1.956522
#> [5,] -1.956522 -1.956522 -1.956522 -1.956522  8.043478
#>