hcsvd.cor.sim

This function generates correlation matrices based on the simulation studies described in Bauer (202X).

Performs block diagonal covariance matrix detection using singular vectors (BD-SVD), which can be extended to hierarchical variable clustering (HC-SVD). The methods are described in Bauer (2024) <doi:10.1080/10618600.2024.2422985> and Bauer (202X) <doi:10.48550/arXiv.2308.06820>.

Jan O. Bauer

bdsvd

Block Structure Detection Using Singular Vectors

Ron Holzapfel

hcsvd.cor.sim function

<dl><dt>p</dt>
<dd>Number of variables.</dd>
<dt>b</dt>
<dd>Number of blocks.</dd>
<dt>design</dt>
<dd>Simulation design "a" or "b".</dd></dl>

Arguments

Correlation Matrix Simulation for HC-SVD — hcsvd.cor.sim

<dl>

<dt>p</dt>
<dd>Number of variables.</dd>


<dt>b</dt>
<dd>Number of blocks.</dd>


<dt>design</dt>
<dd>Simulation design "a" or "b".</dd>

</dl>

hcsvd.cor.sim: Correlation Matrix Simulation for HC-SVD

Description

Usage

Value

Arguments

References

Examples