Define a Correlation Structure for Probabilistic Uncertainty Analysis

Not all correlation need to be specified for all variable combinations, unspecified correlations are assumed to be 0.

Usage

define_correlation(...)

define_correlation_(.dots)

Arguments

...

A list of parameter names and correlation coefficients of the form var1, var2, cor(var1, var2), var3, var4, cor(var3, var4), ....

.dots

Used to work around non-standard evaluation.

Value

An object of class correlation_matrix.

Examples

cm <- define_correlation(
    var1, var2, .4,
    var1, var3, -.2,
    var2, var3, .1
  )