AirScreen (version 0.1.0)

rnormCS: Generate normal samples (Compound Symmetry)

Description

rnormCS efficiently generates samples from a multivariate normal distribution with compound symmetry correlation structure (all features equally correlated).

Usage

rnormCS(n, p, rho = 0.5, means = 0, variances = 1)

Value

A numeric \(n \times p\) matrix with the specified correlation, means, and variances.

Arguments

n

Number of observations.

p

Number of features.

rho

Common correlation coefficient.

means

Numeric vector of feature means (length \(1\) or \(p\)).

variances

Numeric vector of feature variances (length \(1\) or \(p\)).

Examples

X1 <- rnormCS(10, 5)
X2 <- rnormCS(10, 5, rho = 0.3, means = 2, variances = 4)
X3 <- rnormCS(10, 5, rho = 0.4, means = 1:5, variances = 3:7)