Simu_Sigma: This function generates a block structured symmetric positive...

In BlockCov: Estimation of Large Block Covariance Matrices

Description

This function generates a block structured symmetric positive definite matrix to test the BlockCov methodology.

Usage

Simu_Sigma(q, diag = TRUE, equal = TRUE)

Arguments

q	integer corresponding to the size of the covariance matrix.
diag	logical, whether or not the covariance matrix is block-diagonal.
equal	logical, whether or not the values in the blocks are equal.

Value

Sigma a correlation matrix to test the BlockCov methodology.

Examples

Sigma <- Simu_Sigma(q = 100, diag = FALSE, equal = TRUE)
Matrix::image(Sigma)

BlockCov documentation built on May 2, 2019, 9:20 a.m.