View source: R/create_theta_mvn.R
create_theta_mvn | R Documentation |
Given a vector means, standard deviation, and interfactor correlation, create_theta_mvn() creates theta values from a multivariate normal distribution with the number of dimensions equal to the length of the vector of standard deviation.
create_theta_mvn(size, mean_vec, sd_vec, ifcor_vec, seed_num)
size |
A sample size, which is a positive integer value. |
mean_vec |
A vector of means of the variables. |
sd_vec |
A vector of standard deviation. |
ifcor_vec |
This vector contains a pair-wise interfactor correlation values, which are arranged for the pair Factors i and j, where i = 1, 2,...,m-1, j = 2, 3,...,m, and m is the total number of dimensions. For example, with three factors, the pair facotrs i and j is arranged as follows: Factor 1 and Factor 2, Factor 1 and Factor 3, and Factor 2 and Factor 3. |
seed_num |
A integer value used as a seed number for random number generation. |
It will return two data sets: a raw data set and a scaled data set. A scale data set has each dimension standardized. That is each dimension is mean centered by the dimension's mean and scaled by the dimension's standard deviation (standardized).
to_cormatrix()
,to_covmatrix()
, TSK()
# example: Three-factor model library(AUTTT) mean_vec <- c(-0.1, 0, 0.1) # mean vector for each dimension sd_vec <- c(0.95, 0.98, 1.1) # sd vector for each dimension f_cor <- c(0.3, 0.5, 0.75) # interfactor correlation vector output <- create_theta_mvn(size = 300, mean_vec = mean_vec, sd_vec = sd_vec, ifcor_vec = f_cor, seed_num = 45679)
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