gen.synth.xdata: Generate xdata matrix with pre-determined covariance
In averissimo/verissimo-rpackage: A lot of generic functions that can be reused

Covariance matrix is created using for each position cov.matrix[i,j] = rho^|i-j|

1	gen.synth.xdata(n.obs, n.vars, rho, my.mean = rep(0, n.vars))

`n.obs`	number of observations
`n.vars`	number of variables
`rho`	value used to calculate rho^\|i-j\| . values between 1 and 0
`my.mean`	vector of mean variables

a matrix of xdata

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gen.synth.xdata(100, 8, .75)
gen.synth.xdata(1000, 5, .2)
cov(gen.synth.xdata(n.obs = 10, n.vars = 10, rho = .2))

averissimo/verissimo-rpackage documentation built on May 11, 2019, 4:07 p.m.

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