noisecor: Add noise to any user specified correlation matrix

In MarkJBrewer/ICsims: Simulation framework allowing for between-sample heterogeneity in GLMs

Description

noisecor adds noise to any user specified correlation matrix, in the manner of Hardin et al (2013).

Usage

noisecor(cormat, epsilon = 0.01, eidim = 2)

Arguments

cormat	A correlation matrix. The function does not itself check whether this is a valid correlation matrix.
epsilon	Numeric. The maximim perturbation of any correlation.
eidim	Integer. The shape of the perturbation; if eidim==1, the perturbation is exactly epsilon but in random directions. Increasing values of eidim tend to centre the perturbations.

References

For full details, see Hardin, J., Garcia, S. R., and Golan, D. (2013). A method for generating realistic correlation matrices. Annals of Applied Statistics, 7(3):1733-1762. This function is not intended for use by the user.

MarkJBrewer/ICsims documentation built on May 7, 2019, 3:34 p.m.