Simu_Sigma function

This function generates a block structured symmetric positive definite matrix to test the BlockCov methodology.

Simu_Sigma(q, diag = TRUE, equal = TRUE)

Arguments

• q: integer corresponding to the size of the covariance matrix.
• diag: logical, whether or not the covariance matrix is block-diagonal.
• equal: logical, whether or not the values in the blocks are equal.

Returns

Sigma a correlation matrix to test the BlockCov methodology.

Examples

Sigma <- Simu_Sigma(q = 100, diag = FALSE, equal = TRUE)
Matrix::image(Sigma)