simcor: Block correlation noise matrix

In richardbeare/simcor: Generate noisy correlation matrices

Description

Block correlation noise matrix

Usage

simcor(k = 6, size = c(10, 5, 8, 2, 15, 50), rho = c(0.7, 0.7, 0.5, 0.9,
  0.85, 0.4), delta = 0.39, epsilon = 0.99 - max(rho), eidim = 2)

Arguments

k	Number of groups.
size	Vector length k specifying the size of each group.
rho	vector of length k specifying base correlation values
delta	correlation of the off diagonal blocks (between group noise)
epsilon	maximum entry-wise random noise.
eidim	passed to noise corr (or should be)

richardbeare/simcor documentation built on May 19, 2019, 4:16 p.m.