group_cor_mat: Simulate a reduced rank correlation matrix with multiple...

In FieldSimR: Simulation of Plot Errors and Phenotypes in Plant Breeding Field Trials

Simulate a reduced rank correlation matrix with multiple groups

Description

Creates a symmetric correlation matrix with user-defined structure, rank and groupings.

Usage

group_cor_mat(
  n = c(5, 5),
  within.cor = 0.5,
  between.cor = 0.2,
  range = NULL,
  rank = 4,
  skew = 0,
  pos.def = FALSE,
  small.positive = NULL,
  return.groups = FALSE
)

Arguments

n	A vector defining the size of each group.
within.cor	A vector defining the baseline correlation within each group. If only one value is supplied, all groups will be assigned the same correlation. Note: -1 < within.cor < 1.
between.cor	A scalar defining the baseline correlation between groups. Note: between.cor <= within.cor.
range	A scalar defining the range of correlations around the baseline. By default, range = 1 - max(within.cor) which ensures the matrix is positive semi-definite. Note: max(within.cor) + range <= 1.
rank	A scalar defining the rank of the correlation matrix.
skew	A scalar defining the skewness imposed on the correlations. Note: -1 < skew < 1.
pos.def	When TRUE (default is FALSE), the function bend of the R package 'mbend' is used to bend a non-positive (semi)-definite matrix to be positive (semi)-definite.
small.positive	Argument passed to bend when pos.def = TRUE (default is 1e-8). Eigenvalues smaller than small.positive are replaced by this. Note: 0 < small.positive < 0.1.
return.groups	When TRUE (default is FALSE), a list is returned with additional entries containing the members of each group.

Value

A symmetric correlation matrix with defined rank and groupings. When pos.def = TRUE, the correlation matrix is guaranteed to be positive (semi)-definite. When return.groups = TRUE, a list is returned with additional entries containing the group members.

Examples

# Simulate and visualise a correlation matrix with 2 groups containing 5 and 10 members,
# correlations of 0.4 within groups and 0 between groups and rank equal to 4
cor_ls <- group_cor_mat(
  n = c(5, 10),
  within.cor = 0.4,
  between.cor = 0,
  rank = 4,
  return.groups = TRUE
)

plot_matrix(
  mat = cor_ls$cor.mat,
  group.df = cor_ls$group.df,
  order = TRUE
)

FieldSimR documentation built on Sept. 11, 2024, 6:39 p.m.