fungible (version 2.4.8)

Rplus: Generate a random R matrix with all rij > 0

Description

Rplus(Seed, NVar = NULL, rdist = NULL, param1 = NULL, param2 = NULL, s = NULL)

Usage

Rplus(Seed, NVar = NULL, rdist = NULL, param1 = NULL, param2 = NULL, s = NULL)

Value

• R The generated R matrix.

• NVar The order of R.

• rdist The user-supplied character strong for rdist,

• param1 The first parameter of rdist.

• param2 The possible second parameter of rdist.

• s The user-supplied scaling factor.

• Seed the starting value for the random number generator.

Arguments

Seed

(scalar) A seed for the random number generator. If Seed = NULL then the program will generate a random seed.

NVar

(integer) The order of the generated correlation (R) matrix.

rdist

(character) A one or two letter character string that determines the distribution for the elements of the Cholesky factor of the randomly generated covariance matrix. Possible values include

• B Beta(param1, param2)

• X Chisq(param1

• E Exponential(param1)

• F F(param1, param2)

• G Gamma(param1, param2)

• IB Inverse Beta(param1, param2)

• IX Inverse Chisq(param1)

• LN Log Normal(param1, param2)

• U Uniform(param1, param2)

• W Weibull(param1, param2)

param1

(scalar). The first parameter of rdist.

param2

(scalar). The second parameter of rdist

s

(scalar). An optional scalar \(s \in [0,1]\) that scales the generated correlations by a factor of s. Default (s = NULL). If s is supplied then no correlations in R will be larger than s.

Author

Niels G. Waller

Examples

 # --- Example 1: Generate two random R with positive rij ----
 R = Rplus(Seed = 123,  
           NVar = 6,  
           rdist =  "F",  
           param1 = 2.5,  
           param2 = 25,
           s = .8)$R

 R |> round(2)

R = Rplus(Seed = 456,  
          NVar = 6,  
          rdist =  "F",  
          param1 = 2.5,  
          param2 = 25,
          s = .8)$R
       
 R |> round(2)