createSigma

This function is made to quickly generate a Sigma matrix of the type required by mvrnorm. By specifying the number of variables, the mean correlation, and how much variation there should be in the correlations, it's easy to quickly generate a correlation matrix.

Keywords
datagen
Usage
createSigma(nVar, meanR = 0.3, sdR = 0, diagonal = 1)
Arguments
nVar
The number of variables in the correlation matrix.
meanR
The average correlation, provided to rnorm together with sdR to generate the correlations.
sdR
The variation in the correlations, provided to rnorm together with meanR to generate the correlations.
diagonal
The value on the diagonal of the returned matrix: will normally be 1.
Value

A matrix of nVar x nVar.

See Also

mvrnorm, rnorm, matrix

Aliases
  • createSigma
Examples
createSigma(3, .5, .1);
Documentation reproduced from package userfriendlyscience, version 0.6-1, License: GPL (>= 2)

Community examples

Looks like there are no examples yet.