FieldSimR (version 1.4.0)

skew_diag_mat: Simulate a skewed diagonal variance matrix

Description

Creates a diagonal n x n variance matrix with user-defined skewness based on a gamma or inverse gamma distribution.

Usage

skew_diag_mat(n = 5, shape = 1.5, scale = 1, inverse = FALSE, mean.var = NULL)

Value

A diagonal n x n variance matrix.

Arguments

n

A scalar defining the dimensions of the variance matrix.

shape

A scalar defining the shape of the distribution.

scale

A scalar defining the scale of the distribution.

inverse

When TRUE (default is FALSE), the variances are sampled from the inverse gamma distribution instead of the gamma distribution.

mean.var

An optional scalar defining the mean variance. . When supplied, the variances are scaled to achieve the defined mean.

Examples

# Simulate a random diagonal matrix with 10 columns and rows, and negatively skewed variances
# scaled to a mean of 0.1.
diag_mat <- skew_diag_mat(
  n = 10,
  shape = 1.5,
  scale = 1,
  mean.var = 0.1
)