createSigma: createSigma: convenience function for mvrnorm

In userfriendlyscience: Quantitative Analysis Made Accessible

Description

This function is made to quickly generate a Sigma matrix of the type required by mvrnorm. By specifying the number of variables, the mean correlation, and how much variation there should be in the correlations, it's easy to quickly generate a correlation matrix.

Usage

createSigma(nVar, meanR = 0.3, sdR = 0, diagonal = 1)

Arguments

nVar	The number of variables in the correlation matrix.
meanR	The average correlation, provided to rnorm together with sdR to generate the correlations.
sdR	The variation in the correlations, provided to rnorm together with meanR to generate the correlations.
diagonal	The value on the diagonal of the returned matrix: will normally be 1.

Value

A matrix of nVar x nVar.

Author(s)

Gjalt-Jorn Peters

Maintainer: Gjalt-Jorn Peters <[e-mail]>

See Also

mvrnorm, rnorm, matrix

Examples

createSigma(3, .5, .1);

userfriendlyscience documentation built on May 2, 2019, 1:09 p.m.