samplecovs: Generate Sample Covariances of 2 groups
Description
For visualization purpose, samplecovs generates a 3d array
of stacked sample covariances where - in 3rd dimension, the first half
are sample covariances of samples generated independently from
normal distribution with identity covariance, where the latter half
consists of samples covariances from dense random population covariance.
Usage
samplecovs(ncopy, size)
Value
a \((p\times p\times ncopy)\) array of strictly positive definite sample covariances.
Arguments
ncopy
the total number of sample covariances to be generated.