Description Usage Arguments Details Value Examples
Generate an inverse covariance matrix with a given sparsity and dimensionality
1 | generate_inv_cov(p = 162, sparsity = 0.7)
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p |
Dimensionality of the matrix. |
sparsity |
Determined the proportion of non-zero off-diagonal entries. |
This function generates an inverse covariance matrix, with at most (1-sparsity)*p(p-1) non-zero off-diagonal entries, where the non-zero entries are sampled from a beta distribution.
A p by p positive definite inverse covariance matrix.
1 | generate_inv_cov(p=162)
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