sparseSigma: One way of generating a sparse, positive definite [square]...

Description Usage Arguments

Description

One way of generating a sparse, positive definite [square] correlation matrix

Usage

1
sparseSigma(dimension, sparsity = 0.6, center = 0)

Arguments

dimension

number of rows/cols

sparsity

controls probability of sparsity by setting the standard deviation of truncated normal distribution. Lower SD -> higher probability of a draw

center

correlations distributed around center [default = 0.0]


zdk123/codmeR documentation built on May 4, 2019, 10:14 p.m.