RandomMatrix function

Random matrices for tests

Provides random covariance/correlation matrices for quick tests. Should not be used for statistics or hypothesis testing.

RandomMatrix(
  num.traits,
  num.matrices = 1,
  min.var = 1,
  max.var = 1,
  variance = NULL,
  ke = 10^-3,
  LKJ = FALSE,
  shape = 2
)

Arguments

• num.traits: Number of traits in random matrix
• num.matrices: Number of matrices to be generated. If greater than 1, a list is returned.
• min.var: Lower value for random variance in covariance matrices
• max.var: Upper value for random variance in covariance matrices
• variance: Variance vector. If present will be used in all matrices
• ke: Parameter for correlation matrix generation. Involves check for positive definiteness
• LKJ: logical. Use LKJ distribution for generating correlation matrices.
• shape: Shape parameter for the LKJ distribution. Values closer to zero leads to a more uniform distribution correlations. Higher values lead to correlations closer to zero.

Returns

Returns either a single matrix, or a list of matrices of equal dimension

Examples

# single 10x10 correlation matrix
RandomMatrix(10)

# single 5x5 covariance matrix, variances between 3 and 4
RandomMatrix(5, 1, 3, 4)

# two 3x3 covariance matrices, with shared variances
RandomMatrix(3, 2, variance= c(3, 4, 5))

# large 10x10 matrix list, with wide range of variances
RandomMatrix(10, 100, 1, 300)

Author(s)

Diogo Melo Edgar Zanella