generate_p_dimensional_standard_normal_covariates: Generate p-variate standard normal distribution with...

Description Usage Arguments Value

Description

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Usage

1

Arguments

n

Sample size

p

Dimension

rho

Correlation coefficient. corr(Xi, Xj) = rho^abs(i - j).

Value

data_frame containing p covariates X1 through Xp. Each one is marginally N(0,1). Their correlation structure is compound symmetry.


kaz-yos/empeq3 documentation built on May 8, 2019, 7:29 a.m.