CovarianceΒΆ
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Abstract base class for covariance matrices with parameterized structure. |
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First-order autoregressive covariance matrix. |
Compound symmetric covariance matrix with shared variance and correlation. |
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Diagonal covariance matrix with one variance parameter per entry. |
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Fixed dummy matrix constructed from categorical input. |
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Equicorrelation matrix with a single shared correlation parameter. |
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Fixed \(n \times n\) identity covariance matrix. |
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Lower triangular matrix parameterised by its lower-triangular entries. |
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Scaled identity covariance matrix with a single shared variance parameter. |
Full symmetric covariance matrix parameterised by lower-triangular entries. |