caron2016: A list of six correlation matrices composed of nine variables...

caron2016R Documentation

A list of six correlation matrices composed of nine variables with three factors and different levels of correlations between factors.

Description

A list of six correlation matrices composed of nine variables with three factors and different levels of correlations between factors.

Usage

caron2016

Format

A list of six 9 x 9 correlation matrices.

Source

https://github.com/quantmeth

References

Caron, P.-O. (2016). A Monte Carlo examination of the broken-stick distribution to identify components to retain in principal component analysis. Journal of Statistical Computation and Simulation, 86(12), 2405-2410. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/00949655.2015.1112390")}


Rnest documentation built on April 3, 2025, 5:31 p.m.