Function to create a population correlation matrix for the vignette

This function creates a p x p matrix where the diagonal blocks are two p/2 equicorrelation matrix with parameter a. All the elements in the off-diagonal blocks of the matrix are equal to b. p has to be an even number.

Usage

create_example(p, a, b)

Arguments

p

total number of variables, must be even

a

parameter for the equicorrelation matrix on the diagonal blocks

b

parameter for off-diagonal blocks

Value

a p x p matrix.