gen.cov.mat: Generate population covariance matrix with dimension p.
In changepoints: A Collection of Change-Point Detection Methods
View source: R/general_functions.R
gen.cov.mat R Documentation
Generate population covariance matrix with dimension p.
Description
Generate population covariance matrix with dimension p.
Usage
gen.cov.mat(p, sigma2, type)
Arguments
p
A integer scalar of dimensionality.
sigma2
A positive numeric scalar representing the variance of each entry.
type
Specify the type of a covariance matrix: Diagonal structure ("diagonal"); Equal correlation structure ("equal"); Power decay structure ("power").
Value
A numeric p-by-p matrix.
Author(s)
Haotian Xu
Examples
gen.cov.mat(p = 5, sigma2 = 1, type = "diagonal")
changepoints documentation built on Sept. 4, 2022, 5:06 p.m.
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View source: R/general_functions.R
| gen.cov.mat | R Documentation |
Generate population covariance matrix with dimension p.
Description
Generate population covariance matrix with dimension p.
Usage
gen.cov.mat(p, sigma2, type)
Arguments
p |
A |
sigma2 |
A positive |
type |
Specify the type of a covariance matrix: Diagonal structure ("diagonal"); Equal correlation structure ("equal"); Power decay structure ("power"). |
Value
A numeric p-by-p matrix.
Author(s)
Haotian Xu
Examples
gen.cov.mat(p = 5, sigma2 = 1, type = "diagonal")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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