create.rand.mat {RMThreshold}

Create a real-valued, symmetric random matrix

Description

The function creates a real-valued, symmetric random matrix of desired dimension. Two alternatives for the probability distribution of the matrix elements are provided.

Usage

create.rand.mat(size = 1000, distrib = c("norm", "unif"), mean = 0, stddev = 1)

Arguments

size

Dimension of the (quadratic) matrix.

distrib

Desired probability distribution of the matrix elements. Can be norm or unif.

mean

Desired mean of the normal distribution. Only active if distrib = 'norm' was chosen.

stddev

Desired standard deviation of the normal distribution. Only active if distrib = 'norm' was chosen.

Details

The function creates a real-valued, symmetrical random matrix of desired dimension. Two alternatives for the probability distribution of the matrix elements are provided: normal and uniform. If distrib = 'norm', the mean and the standard deviation can additionally be chosen. If distrib = 'unif', the matrix elements will be uniformly distributed in the interval (-1,1).

Value

A list containing the following components:

mean.diag

The mean of the diagonal elements of the matrix.

stddev.diag

The standard deviation of the diagonal elements of the matrix.

mean.triangle

The mean of the upper triangle of the matrix (diagonal excluded).

stddev.triangle

The standard deviation of the upper triangle of the matrix (diagonal excluded).

rand.matrix

The random matrix created.

Author(s)

Uwe Menzel <[e-mail]>

Examples

  set.seed(777)
  random.matrix <- create.rand.mat(size = 1000, distrib = "norm")$rand.matrix
  dim(random.matrix)