bdsvd.cov.sim {bdsvd}

Covariance Matrix Simulation for BD-SVD

Description

This function generates covariance matrices based on the simulation studies described in Bauer (202Xa).

Usage

bdsvd.cov.sim(p = p, b, design = design)

Arguments

p

Number of variables.

b

Number of blocks. Only required for simulation design "c" and "d".

design

Simulation design "a", "b", "c", or "d".

Value

A covariance matrix according to the chosen simulation design.

References

Bauer, J.O. (202Xa). High-dimensional block diagonal covariance structure detection using singular vectors.

Examples

#The covariance matrix for simulation design (a) is given by
Sigma <- bdsvd.cov.sim(p = 500, b = 500, design = "a")