rfa: Correlated random number generation from factor analysis...
In rmv: Multivariate random number generation

Description Usage Arguments Details Value

Simulate correlated random variables by supplying the parameters of a linear factor analysis model.

1	rfa(n, Lambda, psi)

`n`	Number of random multivariate draws.
`Lambda`	Variables-by-factors matrix of loadings for the factor analysis model.
`psi`	Vector of uniquenesses (i.e. residual variances). One variance for each variable.

The population covariance matrix for the multivariate observations is given by: Lambda diag(psi). The idea here is that Lambda are coefficients relating a set of An alternative interpretation of this function is that Lambda is a matrix square-root of a singular covariance matrix TODO

be understood similarly to rmv

A matrix with rows giving observations and columns giving correlated variables.

rmv documentation built on May 2, 2019, 6:50 p.m.