Description Usage Arguments Value Examples

Generate a correlation matrix as R = LL' where the rows of L are of length
1, L is of rank `r`

and the matrix L is sparse (depending on
`sparse.prop`

. The loadings in L are sampled from a standard normal
distribution, after which `sparse.prop`

is used to set a randomly
chosen number of loadings in each row equal to zero. To ensure that a
correlation matrix results, the rows are normalized.

1 | ```
rcormat(m, r = 3L, sparse.prop = 0.5)
``` |

`m` |
integer; the number of variables. |

`r` |
integer; the required rank. |

`sparse.prop` |
the proportion of zeros in the rows of the matrix. |

A list with the following components:

`R` |
The sampled correlation matrix |

`L` |
The loading matrix |

1 2 |

cds documentation built on May 29, 2017, 6:52 p.m.

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