sigmaXY: Creates a Variance Covariance Matrix

In rishi1226/lClass: Basic Classifier Functions

Description

Given correlations and standard deviations of both features the function returns a variance covariance matrix

Usage

sigmaXY(rho, sdX, sdY)

Arguments

rho	A number belonging to [-1,1] which indicate the correlation between two features of the three classes to simulate.
sdX	Standard deviaton of first feature
sdY	Standard deviaton of first feature

Value

Variance Covariance matrix

Examples

rho  <- -0.2
sdX <- 2
sdY <- 10
sigmaXY(rho, sdX, sdY)

rishi1226/lClass documentation built on May 27, 2019, 9:10 a.m.