Adds random noise to an SPD matrix, given a signal to noise ratio. Signal and Noise are measured as matrix content (inner product on the SPD manifold).
1 | addSNR_spd(A, SNR = 1, num_cov = 1, taper = F)
|
A |
An SPD matrix which will be noisified. |
SNR |
Signal to Noise ratio to be used in generating the noise. |
num_cov |
num_cov allows scaling the SNR by the number of covariates (Effective SNR = SNR*num_cov). |
taper |
if taper=T, reduces the noise exponentially as distance from the diagonal increases (1/2^d). |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.