generate_correlated_matrix: Generate a matrix of correlated variables

In abnormality: Measure a Subject's Abnormality with Respect to a Reference Population

Description

Generate a matrix of correlated variables

Usage

generate_correlated_matrix(n, p, corr, constant_cov_matrix = T, mean = 0)

Arguments

n	number of observations
p	number of features/variables
corr	the correlation coefficient (-1 < r < 1)
constant_cov_matrix	should the value of corr be constant in the covariance matrix, or should corr be the average value in the covariance matrix.
mean	the mean value of the generated variables.

Value

an n x p matrix

Examples

Subject <- generate_correlated_matrix(1, 100, corr = .75,constant_cov_matrix = TRUE)
Reference_Population <- generate_correlated_matrix(100, 100, corr = .75,constant_cov_matrix = TRUE)

abnormality documentation built on May 2, 2019, 8:54 a.m.