restRandMatLNorm: Generate random variation of a matrix keeping rows and cols...

In vh-d/RPortfolioSimilarity: Tools for clustering portfolios based on cosine similarity

Description

Generate random variation of a matrix keeping rows and cols sums. Deprecated, use restRandMat().

Usage

restRandMatLNorm(original_mat, max_iter, meanl = 0, sdl = 1)

Arguments

original_mat	the original matrix that will be replicated
max_iter	maximum number of iterations when coverging to the rows and cols sums
meanl	parameter of the log-normal distribution
sdl	parameter of the log-normal distribution

Value

numeric matrix with the same dimensions and (almost) rows' and columns' sums as the input matrix

vh-d/RPortfolioSimilarity documentation built on Oct. 17, 2019, 3:11 a.m.