FieldSimR (version 1.4.0)

rand_diag_mat: Simulate a random diagonal variance matrix

Description

Creates a diagonal n x n variance matrix with user-defined minimum and maximum variances based on a continuous uniform distribution.

Usage

rand_diag_mat(n = 5, min.var = 0, max.var = 1)

Value

A diagonal n x n variance matrix.

Arguments

n

A scalar defining the dimensions of the variance matrix.

min.var

A scalar defining the minimum variance.

max.var

A scalar defining the maximum variance.
Note: 0 < min.var < max.var.

Examples

# Simulate a random diagonal matrix with 10 columns and rows.
diag_mat <- rand_diag_mat(
  n = 10,
  min.var = 0,
  max.var = 0.2
)