Index the covariance matrix

Usage

index_covariance(d, start, covariance = "symmetric", cholesky = TRUE)

Arguments

d: Integer denoting the dimensionality of the model.
start: Integer denoting the index at which to start the indexing of the covariance matrix, so that it is the first value of the index.
covariance: Character denoting the structure of the covariance matrix. Can either be "symmetric" (symmetric around the diagonal) or "isotropic" (diagonal). Defaults to "symmetric".
cholesky: Logical denoting whether the idea is to use the Cholesky decomposition to create the values of the covariance matrix. In this case, the indices should only span the lower-triangular of the matrix. Defaults to TRUE.

Value

Indexed covariance matrix.

Examples

index_covariance(
  2,
  6,
  covariance = "symmetric",
  cholesky = FALSE
)
#>      [,1] [,2]
#> [1,]    6    7
#> [2,]    7    8

index_covariance(
  2,
  6,
  covariance = "isotropic",
  cholesky = FALSE
)
#>      [,1] [,2]
#> [1,]    6    0
#> [2,]    0    7