genCorMat: Create a correlation matrix

In kgoldfeld/simstudy: Simulation of Study Data

Create a correlation matrix

Description

Create a correlation matrix

Usage

genCorMat(nvars, cors = NULL, rho = NULL, corstr = "cs", nclusters = 1)

Arguments

nvars	number of rows and columns (i.e. number of variables) for correlation matrix. It can be a scalar or vector (see details).
cors	vector of correlations.
rho	Correlation coefficient, -1 <= rho <= 1. Use if corMatrix is not provided. It can be a scalar or vector (see details).
corstr	Correlation structure. Options include "cs" for a compound symmetry structure, "ar1" for an autoregressive structure of order 1, "arx" for an autoregressive structure that has a general decay pattern, and "structured" that imposes a prescribed pattern between observation based on distance (see details).
nclusters	An integer that indicates the number of matrices that will be generated.

Details

This function can generate correlation matrices randomly or deterministically, depending on the combination of arguments provided. A single matrix will be generated when nclusters == 1 (the default), and a list of matrices of matrices will be generated when nclusters > 1.

If the vector 'cors' is specified with length 'nvars - 1' then 'corstr' must be "structured". If 'cors' is specified with length 'choose(nvars, 2)' then 'corstr' should not be specified as "structured". In this case the 'cors' vector should be interpreted as the lower triangle of the correlation matrix, and is specified by reading down the columns. For example, if CM is the correlation matrix and nvars = 3, then CM[2,1] = CM[1,2] = cors[1], CM[3,1] = CM[1,3] = cors[2], and CM[3,2] = CM[2,3] = cors[3].

If the vector cors and rho are not specified, random correlation matrices are generated based on the specified corstr. If the structure is "arx", then a random vector of length nvars - 1 is randomly generated and sorted in descending order; the correlation matrix will be generated base on this set of structured correlations. If the structure is not specified as "arx" then a random positive definite of dimensions nvars x nvars with no structural assumptions is generated.

If cors is not specified but rho is specified, then a matrix with either a "cs" or "ar1" structure is generated.

If nclusters > 1, nvars can be of length 1 or nclusters. If it is of length 1, each cluster will have correlation matrices with the same dimension. Likewise, if nclusters > 1, rho can be of length 1 or nclusters. If length of rho is 1, each cluster will have correlation matrices with the same autocorrelation.

Value

A single correlation matrix of size nvars x nvars, or a list of matrices of potentially different sizes with length indicated by nclusters.

Examples

genCorMat(nvars = 3, cors = c(.3, -.2, .1))
genCorMat(nvars = 3)

genCorMat(nvars = 4, c(.3, -.2, .1, .2, .5, .2))
genCorMat(4)

genCorMat(nvars = 4, cors = c(.3, .2, .1), corstr = "structured") 
genCorMat(nvars = 4, corstr = "arx") 

genCorMat(nvars = 4, rho = .4, corstr = "cs") 
genCorMat(nvars = 4, rho = .4, corstr = "ar1") 

genCorMat(nvars = c(3, 2, 5), rho = c(.4, .8, .7), corstr = "ar1", nclusters = 3) 

kgoldfeld/simstudy documentation built on April 14, 2024, 3:13 a.m.