Create covariance matrix for liabilities

Design the theoretical covariance matrix from the multivariate normal distribution used to model the liabilities.

covmatrix(hsq, sib = 0)

Arguments

hsq	heritability parameter.
sib	number of siblings.

Value

A covariance matrix for the liabilities of a family with sib number of siblings.

Details

The covariance matrix is explained in detail in vignette("liability-distribution").

Examples

covmatrix(0.5, 2)
#>      [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,] 0.50 0.50 0.25 0.25 0.25 0.25
#> [2,] 0.50 1.00 0.25 0.25 0.25 0.25
#> [3,] 0.25 0.25 1.00 0.00 0.25 0.25
#> [4,] 0.25 0.25 0.00 1.00 0.25 0.25
#> [5,] 0.25 0.25 0.25 0.25 1.00 0.25
#> [6,] 0.25 0.25 0.25 0.25 0.25 1.00