gen.synth.xdata: Generate xdata matrix with pre-determined covariance

In loose.rock: Tools for Survival Analysis and Data Science

Description

Covariance matrix is created using for each position cov.matrix[i,j] = rho^|i-j|

Usage

gen.synth.xdata(n.obs, n.vars, rho, my.mean = rep(0, n.vars))

Arguments

n.obs	number of observations
n.vars	number of variables
rho	value used to calculate rho^|i-j| . values between 1 and 0
my.mean	vector of mean variables

Value

a matrix of xdata

Examples

gen.synth.xdata(100, 8, .75)
gen.synth.xdata(1000, 5, .2)
cov(gen.synth.xdata(n.obs = 10, n.vars = 10, rho = .2))

loose.rock documentation built on April 30, 2021, 1:06 a.m.