1 |
n |
|
p |
|
cmat |
|
rho |
|
mar.fun |
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... |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (n, p = 2, cmat = diag(rep(1, p)), rho = NA, mar.fun = rnorm,
...)
{
if (!is.na(rho)) {
if (abs(rho) > 1)
stop("rho must be between -1 and 1")
cmat <- matrix(rho, p, p)
diag(cmat) <- 1
}
np <- n * p
x <- matrix(mar.fun(np, ...), nrow = n, ncol = p)
rmat <- matsqrt(cmat)
x <- x %*% rmat
x
}
|
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