Correlation Gaussian matrix in C (symmetric)

Correlation Gaussian matrix in C (symmetric)

Usage

corr_gauss_matrix_symC(x, theta)

Arguments

x

Matrix x

theta

Theta vector

Value

Correlation matrix

Examples

corr_gauss_matrix_symC(matrix(c(1,0,0,1),2,2),c(1,1))
#>           [,1]      [,2]
#> [1,] 1.0000000 0.1353353
#> [2,] 0.1353353 1.0000000