simCov: Simulates a covariance matrix for an LD block
In weinstockj/gwassim: Simulate GWAS data

Description Usage Arguments Details Value

View source: R/utils.R View source: R/utils.R

Simulates a covariance matrix for an LD block

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simCov(config, limitZ = 1)

simCov(config, limitZ = 1)

`config`	An object created by setConfiguration
`config`	An object created by setConfiguration

Covariance matrix is drawn from Wishart distribution using the rWishart function. The most important parameter to simulate a covariance matrix is the "population" covariance matrix specified in the configuration object. This function also ensures that the resulting covariance matrix is positive definite using the nearPD function from the matrix package.

a matrix representing the LD of the block

weinstockj/gwassim documentation built on May 4, 2019, 4:18 a.m.