simulate_correlation_matrix: simulate a RCT or observational data for causal effect...

Description Usage Arguments Value

View source: R/ExmpleSetups_causaleffects.R

Description

This function uses the C-vine method for simulating correlation matrixes as in the paper "Generating random correlation matrices based on vines and extended onion method" by Daniel Lewandowskia, Dorota Kurowickaa, Harry Joe

Usage

1

Arguments

dim

Number of training examples.

alpha

level of random correlation beteween the features. Choose 0 for independent featues. The bigger alpha the bigger the correlation. For the partial correlations the coefficients are created according to beta(1/alpha, 1/alpha)

Value

A correlation matrix


soerenkuenzel/hte documentation built on June 12, 2018, 4:26 p.m.