gencor | R Documentation |
This method generates custom correlation matrices based on user-defined limits and/or proportions.
gencor( d = 10, method = c("random", "low", "medium", "high", "custom"), custom_prop = NULL, nsim = 1000, lim_low = 0.3, lim_medium = 0.6, custom_lim = NULL, signal = c("random", "positive"), custom_precision = 0.03, custom_nrep = 1000, sort_intensity = F, random_liminf = 0.01, seed = NULL )
d |
Dimension of the generated matrix. If not informed, |
method |
The method of matrix generation.
|
custom_prop |
Vector with custom proportions for every band defined by |
nsim |
Size of vectors used to generate the correlation matrix. |
lim_low |
The lower limit of generated correlations. Applied in |
lim_medium |
The medium limit of generated correlations. Applied in |
custom_lim |
Number or numeric vector with customized limits to generate the correlation matrix. |
signal |
Defines if the signals of the correlation matrix must be chosen at random or all must be positive.
|
custom_precision |
The precision used in |
custom_nrep |
The number of iterations in the optimization method used to generate custom correlation matrices. |
sort_intensity |
Sorts the correlation matrix by intensity. |
random_liminf |
Sets the lower limit of uniform distribution that generates the standard deviations used in random correlation matrix generation. Must be greater than zero due to convergence problems. |
seed |
Enables seed definition. |
This method generates correlation matrices based on the correlations among normal random variables with mean 0 and specified standard deviation values. These specified standard deviation values make possible the control of the correlation coefficient intensity.
gencor(...)
returns an object of class "gencor" with a list of the following objects:
Matrix - The generated correlation matrix.
Method - The method used in generation
Proportions - The observed proportions at each level. The levels are given by default or user defined.
Runtime - Ellapsed simulation time
Nsim - Number of iterations needed to achieve the desired correlation matrix. 0 if the chosen method was "random".
Precision - The precision used on the optimization method.
Dimension - The dimension of the generated correlation matrix.
Sdev - Vector of standard deviations used in generation process.
Custom_propp - User defined proportions in custom method. NULL if the chosen method was random.
custom_lim - User defined correlation limits in custom method. NULL if the chosen method was random.
Signal - Type of signal generation defined by the user, "random" by default.
Nrep - Size of simulated data matrix used in correlation matrix generation.
Generated data - Simulated data used in the generation process.
## Generates a random correlation matrix with dimension 10 gencor() ## Generates a correlation matrix with correlations below 0.3 gencor(15, method = "low", lim_low = 0.3) ## Generates a correlation matrix with correlations between 0.3 and 0.7 gencor(15, method = "medium", lim_low = 0.3, lim_medium = 0.7) ## Generates a correlation matrix with correlations above 0.7 gencor(30, method = "high", lim_medium = 0.75) ## Generates a custom correlation matrix with: ## - 30% of values below 0.2, ## - 30% of values between 0.2 and 0.5, ## - 20% of values between 0.5 and 0.8, ## - 20% of values above 0.8 gencor(20, method = "custom", custom_lim = c(0.2, 0.5, 0.8), custom_prop = c(0.3, 0.3, 0.2, 0.2))
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