Description Usage Arguments Value Examples
This function generates a design matrix of given size, whose rows are independent Gaussian with decaying covariance.
1 | genDesignMat(n, p, r)
|
n |
Integer value of sample size |
p |
Integer number of variables |
r |
Rate (0 to 1) of decay so the (i,j)th covariance is r^|i-j| |
Matrix of size n x p
1 | X <- genDesignMat(150, 200, 0.5)
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