samplecovs {CovTools} | R Documentation |
For visualization purpose, samplecovs
generates a 3d array
of stacked sample covariances where - in 3rd dimension, the first half
are sample covariances of samples generated independently from
normal distribution with identity covariance, where the latter half
consists of samples covariances from dense random population covariance.
samplecovs(ncopy, size)
ncopy |
the total number of sample covariances to be generated. |
size |
dimension p. |
a (p\times p\times ncopy) array of strictly positive definite sample covariances.
## generate total of 20 samples covariances of size 5-by-5. samples <- samplecovs(20,5)