I googled for this once upon a time and nothing came up. Hopefully this saves someone ten minutes of digging about in the documentation. You make identity matrices with the keyword diag, and the number of dimensions in parentheses. > diag(3) [,...

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(This article was first published on Freakonometrics - Tag - R-english, and kindly contributed to R-bloggers) Last week, we've introduced the concept of exchangeable variables, i.e. satisfying for any matrix , i.e. is a permutation matrix: belongs to the orthogonal group, , and with elements in . It is possible to extend that family, considering all matrices in the...