rcor_mat: Generate a random correlation matrix

Description Usage Arguments Value

View source: R/cov_mat_generators.R

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.


Tveten/tpca documentation built on June 10, 2021, 8:43 p.m.