simulate_matrix: Simulate n points of dimension p.
Description
Points are simulated by drawing values of each dimension from a normal
distribution of mean 0 and standard deviation equals to 1.
The mean of each dimension is forced to 0 (data are centred).
By default variable are also scaled to enforce a strandard deviation
strictly equal to 1. Covariances between dimensions are not controled.
Therefore they are expected to be equal to 0 and reflect only the
random distribution of the covariance between two random vectors.
Usage
simulate_matrix(n, p, equal_var = TRUE)
Arguments
n
an int value indicating the number of observations.
p
an int value indicating the number of dimensions (variables)
simulated
equal_var
a logical value indicating if the dimensions must be scaled
to force sd=1. TRUE by default.