Construct a low-rank covariance matrix with specified eigenvalues, where the eigenvectors are simulated from uniform distributions.

1 2 3 |

`eigs` |
Vector of $k$ eigenvalues. |

`m` |
Integer; the number of rows and columns of the matrix. |

`k` |
Integer; the rank of the matrix. |

`perc` |
List of $k$ vectors giving the sampling proportions for the uniform sampling of the eigenvectors, for each dimension. |

`limits` |
List of length 2 vectors, one for each uniform sample, giving the lower and upper bounds of the uniform distribution. |

`random` |
Logical; randomize the order of the loading per dimension or not. |

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

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.