randspd_FAST: randspd_FAST

In mrparker909/MGLMRiem: Multivariate Generalized Linear Models on Riemannian Manifolds

Description

Generate a random Symmetric Positive Definite matrix of dimension n, such that the maximum distance on the manifold is less than maxDist. Makes use of the sparsebnUtils::random.spd function from the library sparsebnUtils.

Usage

randspd_FAST(n, maxDist = 3, showDist = F, NUM = 1, minDist = 0,
  maximumSPDValue = NULL)

Arguments

n	dimensions of nxn SPD matrix
maxDist	maximum scale of random component P of SPD matrix (projected from I_nxn with expmap(I,m*P), where m in runif(minDist, maxDist)).
showDist	if T, will print the distance of random SPD maxtrix from I_nxn
NUM	the number of SPD matrices to return (if larger than 1, will return an nxnxNUM array of nxn spd matrices).
minDist	minimum scale of random component of P of SPD matrix
maximumSPDValue	maximum value of any entry of the SPD matrix (no limit if NULL)

mrparker909/MGLMRiem documentation built on March 19, 2020, 3:37 p.m.