Diag

Summary: Creates a correlation matrix by defining a custom function make_cm that initializes and modifies a matrix based on user-provided parameters.

Code:

make_cm = function ({k,r},
    corr_matrix=J(k,k,r);
    // diagonal elements equal to 1 by adding (1-r)
    corr_matrix=corr_matrix + diag(J(k,1,1-r)); 
);
make_cm (5, .9);

Code Explanation:

1. Define make_cm function.
2. Initialize corr_matrix.
3. Set diagonal elements to 1.
4. Call make_cm function.
5. Pass parameters 5 and 0.9.