Simu_Sigma {BlockCov}

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

Description

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

Usage

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.

Value

Sigma a correlation matrix to test the BlockCov methodology.

Examples

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