generate_random_effect_sigma: Generate a Covariance Matrix with a Random Effect

In itamarfaran/corrpops: Analysis of populations of correlation matrices

Description

Generate a Covariance matrix with expected value Sigma, and a random effect controlled by random_effect parameter

Usage

generate_random_effect_sigma(Sigma, random_effect = NULL)

Arguments

Sigma	Expected value of the covariance matrix
random_effect	the control on the random effect size. for 0 < random_effect <= Inf, a covariance matrix with distribution Wishart(Sigma, q)/q is generated with q = p * (1 + 1/random_effect), so a larger random_effect size means a larger variance in the results.

Value

a covariance matrix with Expected value Sigma and variance roughly proportional to random_effect

See Also

Other rWishart2: rWishart2(), rWishart_ARMA()

itamarfaran/corrpops documentation built on Dec. 20, 2021, 8:02 p.m.