rcov: Random covariance matrices

Description Usage Arguments Value

View source: R/rmv.R

Description

Simulate random covariance matrices by samping an n by m matrix of iid variates from rfunc and then passing that matrix to cov.

Usage

1
rcov(n, m, rfunc = rnorm, ...)

Arguments

n

Number of multivariate samples.

m

Number of variables.

rfunc

Function that returns a vector of random draws from a particular distribution. The first argument of rfunc must give the number of random draws to make.

...

Additional arguments to rfunc.

Value

A covariance matrix.


rmv documentation built on May 31, 2017, 5:05 a.m.

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