rcor_mat_est: Generate a random correlation matrix estimate

Description Usage Arguments Value

View source: R/cov_mat_generators.R

Description

Generates a random correlation matrix by R rcor_mat before drawing a Wishart matrix with parameters R and n. Lastly, the Wishart matrix is standardized to a correlation matrix.

Usage

1
rcor_mat_est(d, k0 = d, n = 2 * d, ...)

Arguments

d

An integer specifying the dimension of the correlation matrix.

k0

An integer. d - k0 are the number of independent dimensions.

n

An integer specifying the number of samples the estimate is based on.

...

Other arguments to rcor_mat.

Value

A correlation matrix estimate with an attribute 'n_obs', indicating how many samples the estimate is based on.


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