rcov: Random covariance matrices

In rmv: Multivariate random number generation

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

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 2, 2019, 6:50 p.m.