create_cor_matrix: Create Custom Correlation Matrix

In emartchenko/mvsimstudy: Multivariate Correlated Data Simulation Tools

Description

Creates a correlation matrix with a specified number of features with strong, medium, and weak correlations. Background correlation can be set by user with background= ; if no specifications given an identity matrix is returned.

Usage

create_cor_matrix(d, strong = 0, med = 0, weak = 0, none = 0,
  background = 0)

Arguments

d	A number. The dimensions of the matrix.
strong	Number of strong correlations in the matrix. Default: 0
med	Number of moderate correlations in the matrix. Default: 0
weak	Number of weak correlations in the matrix. Default: 0
none	Number of uncorrelated features. Default: 0
background	Background correlation amongst all features. Default: 0

Details

Correlation matrix is built from upper left corner starting with the first correlation strength specified and working iteratively through correlation strength specifications along the diagonal.

Value

A matrix with the specified correlation structure.

Examples

create_cor_matrix(5)
create_cor_matrix(10, strong=3, weak=5)
create_core_matrix(20, strong=5, med=7, weak=5, background=0.1)

emartchenko/mvsimstudy documentation built on May 24, 2019, 5:04 a.m.