Correlation Latent factor matrix in C (symmetric)

Usage

corr_latentfactor_matrixmatrixC(x, y, theta, xindex, latentdim, offdiagequal)

Arguments

x: Matrix x
y: Matrix y
theta: Theta vector
xindex: Index to use
latentdim: Number of latent dimensions
offdiagequal: What to set off-diagonal values with matching values to.

Value

Correlation matrix

Examples

corr_latentfactor_matrixmatrixC(matrix(c(1,.5, 2,1.6, 1,0),ncol=2,byrow=TRUE),
                                matrix(c(2,1.6, 1,0),ncol=2,byrow=TRUE),
                                c(1.5,1.8), 1, 1, 1-1e-6)
#>           [,1]      [,2]
#> [1,] 0.9139312 0.9999990
#> [2,] 0.9999990 0.9139312
#> [3,] 0.9139312 0.9999990
corr_latentfactor_matrixmatrixC(matrix(c(0,0,0,1,0,0,0,2,0,0,0,3,0,0,0,4),
                                  ncol=4, byrow=TRUE),
                                matrix(c(0,0,0,2,0,0,0,4,0,0,0,1),
                                  ncol=4, byrow=TRUE),
  c(0.101, -0.714, 0.114, -0.755, 0.117, -0.76, 0.116, -0.752),
  4, 2, 1-1e-6) * 6.85
#>          [,1]     [,2]     [,3]
#> [1,] 6.837339 6.838577 6.849993
#> [2,] 6.849993 6.849911 6.837339
#> [3,] 6.849767 6.849555 6.833771
#> [4,] 6.849911 6.849993 6.838577