random.correlation: Generate a random correlation matrix
In vagnerfonseca/fifer: A Biostatisticians Toolbox for Various Activities, Including Plotting, Data Cleanup, and Data Analysis
Description
Usage
Arguments
Value
Author(s)
References
Description
Generate a random correlation matrix from specified eigenvalues. If eigenvalues are
not specified, they are randomly generated from a uniform [0,10] distribution.
Usage
1
random.correlation(n, ev = runif(n, 0, 10))
Arguments
n
the number of rows/dimensions of the correlation matrix
ev
Eigenvalues. Defaults to sampling from a uniform distribution betwen 0 and 10.
Value
a correlation matrix, of size nxn
Author(s)
Dustin Fife
References
https://stat.ethz.ch/pipermail/r-help/2008-February/153708.html
vagnerfonseca/fifer documentation built on May 3, 2019, 4:06 p.m.
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Description Usage Arguments Value Author(s) References
Description
Generate a random correlation matrix from specified eigenvalues. If eigenvalues are not specified, they are randomly generated from a uniform [0,10] distribution.
Usage
1 | random.correlation(n, ev = runif(n, 0, 10))
|
Arguments
n |
the number of rows/dimensions of the correlation matrix |
ev |
Eigenvalues. Defaults to sampling from a uniform distribution betwen 0 and 10. |
Value
a correlation matrix, of size nxn
Author(s)
Dustin Fife
References
https://stat.ethz.ch/pipermail/r-help/2008-February/153708.html
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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