rLSloadCorrelationMatrix

A LINDO API model object, returned by <code><a rd-options="" href="/link/rLScreateModel?package=rLindo&version=8.0.1" data-mini-rdoc="rLindo::rLScreateModel">rLScreateModel</a></code>.

model

Number of stochastic parameters involved in the correlation structure.

nDim

Correlation type. Possible values are:
                     <ul>
<li>LS_CORR_PEARSON
                        </li>
<li>LS_CORR_SPEARMAN
                        </li>
<li>LS_CORR_KENDALL
                     </li>
</ul><p></p><p>                  </p>

nCorrType

Number of nonzero correlation coefficients.

nQCnnz

An integer array containing the first index of variable the correlation term belongs to.

paiQCcols1

An integer array containing the second index of variable the correlation term belongs to.

paiQCcols2

A double array containing the correlation terms.

padQCcoef


 R interface function for LINDO API function <code>LSloadCorrelationMatrix</code>. For more information,
 please refer to LINDO API User Manual.


An interface to LINDO API. Supports Linear, Integer, Quadratic, Conic, General Nonlinear, Global, and Stochastic Programming models. To download the trial version LINDO API, please visit www.lindo.com/rlindo.

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rLSloadCorrelationMatrix: Load a correlation matrix to be used by the sampling scheme in stochastic programming.

Description

Usage

Arguments

Value

References