src/test/generate_test_data/helpers/covariance.R

   1 covariance = function(p,a)
   2 {
   3     A = matrix(a, p,p)
   4     for (i in 1:p){
   5         A[i,] = A[i,]^abs(i-(1:p))
   6     }
   7     return (A)
   8 }