Random matrices for tests
Provides random covariance/correlation matrices for quick tests. Should not be used for statistics or hypothesis testing.
RandomMatrix( num.traits, num.matrices = 1, min.var = 1, max.var = 1, variance = NULL, ke = 10^-3, LKJ = FALSE, shape = 2 )
num.traits |
Number of traits in random matrix |
num.matrices |
Number of matrices to be generated. If greater than 1, a list is returned. |
min.var |
Lower value for random variance in covariance matrices |
max.var |
Upper value for random variance in covariance matrices |
variance |
Variance vector. If present will be used in all matrices |
ke |
Parameter for correlation matrix generation. Involves check for positive definiteness |
LKJ |
logical. Use LKJ distribution for generating correlation matrices. |
shape |
Shape parameter for the LKJ distribution. Values closer to zero leads to a more uniform distribution correlations. Higher values lead to correlations closer to zero. |
Returns either a single matrix, or a list of matrices of equal dimension
Diogo Melo Edgar Zanella
#single 10x10 correlation matrix RandomMatrix(10) #single 5x5 covariance matrix, variances between 3 and 4 RandomMatrix(5, 1, 3, 4) #two 3x3 covariance matrices, with shared variances RandomMatrix(3, 2, variance= c(3, 4, 5)) #large 10x10 matrix list, with wide range of variances RandomMatrix(10, 100, 1, 300)
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