get_covmat: Function that gives back a covariance matrix for n dimesnions

In lucasmanuelkohler/anchorpoint: Anchor Point Selection Based on the Gini Inequality Criterion

Description

Function that gives back a covariance matrix for n dimesnions

Usage

get_covmat(Nr.dim, variances = 0.25, covariances = 0.125)

Arguments

Nr.dim	integer - the number of dimensions
variances	numeric, positive, <= 1, (same for all dimensions) or Nr.dim-dimensional vector - variance of each dimension
covariances	numeric, positive, <= 1, (same for all dimensions) or choose(Nr.dim,2)-dimensional vector - covariances between dimensions

Value

covariance matrix of dimension Nr.dim x Nr.dim

lucasmanuelkohler/anchorpoint documentation built on April 16, 2021, 6:41 a.m.