Compute the matrix of joint inclusion probabilities from the quadratic form of a Horvitz-Thompson variance estimator.
ht_matrix_to_joint_probs(ht_quad_form)
The matrix of joint inclusion probabilities
The matrix of the quadratic form representing the Horvitz-Thompson variance estimator.
The quadratic form matrix of the Horvitz-Thompson variance estimator has \(ij\)-th entry equal to \((1-\frac{\pi_i \pi_j}{\pi_{ij}})\). The matrix of joint probabilties has \(ij\)-th entry equal to \(\pi_{ij}\).