rcorr: Generate a random correlation matrix
In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities
Description
Usage
Arguments
Value
Examples
Description
Generates a random draw from a Wishart distribution with a specified degrees of freedom (nu)
and then standarizes it to obtain a correlation matrix. The degrees of freedom must
be equal to or greater than the number of variables. Larger degrees of freedom shrink
the correlations towards the diagonal. When nu = p the correlations are entirely random.
Usage
1
rcorr(p, nu = 1)
Arguments
p
number of variables
nu
the degrees of freedom of the wishart distribution
Value
a matrix
Examples
1
rcorr(10, 15)
abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.
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Description Usage Arguments Value Examples
Description
Generates a random draw from a Wishart distribution with a specified degrees of freedom (nu) and then standarizes it to obtain a correlation matrix. The degrees of freedom must be equal to or greater than the number of variables. Larger degrees of freedom shrink the correlations towards the diagonal. When nu = p the correlations are entirely random.
Usage
1 | rcorr(p, nu = 1)
|
Arguments
p |
number of variables |
nu |
the degrees of freedom of the wishart distribution |
Value
a matrix
Examples
1 | rcorr(10, 15)
|
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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