rcor_mat: Generate a random correlation matrix
In NeymanPearsonFan1/tpca: A function for tailoring PCA to change detection
Description
Usage
Arguments
Value
Description
A wrapper for clusterGeneration::rcorrmatrix, but with the possibility of
setting some dimensions to being independent of the rest.
Usage
1
rcor_mat(d, k0 = d, alphad = 1)
Arguments
d
An integer specifying the dimension of the correlation matrix.
k0
An integer. d - k0 are the number of independent dimensions.
alphad
A positive real number. See clusterGeneration::rcorrmatrix.
Value
A correlation matrix with an attribute 'which_dims_cor', indicating
which dimensions that are the correlated ones.
NeymanPearsonFan1/tpca documentation built on June 6, 2019, 7:40 a.m.
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Description Usage Arguments Value
Description
A wrapper for clusterGeneration::rcorrmatrix, but with the possibility of
setting some dimensions to being independent of the rest.
Usage
1 | rcor_mat(d, k0 = d, alphad = 1)
|
Arguments
d |
An integer specifying the dimension of the correlation matrix. |
k0 |
An integer. d - k0 are the number of independent dimensions. |
alphad |
A positive real number. See |
Value
A correlation matrix with an attribute 'which_dims_cor', indicating which dimensions that are the correlated ones.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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