hcsvd.cor.sim {bdsvd}

Correlation Matrix Simulation for HC-SVD

Description

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

Usage

hcsvd.cor.sim(p = p, b = b, design = design)

Arguments

p

Number of variables.

b

Number of blocks.

design

Simulation design "a" or "b".

Value

A correlation matrix according to the chosen simulation design.

References

Bauer, J.O. (202Xb). Hierarchical variable clustering using singular vectors.

Examples

#The correlation matrix for simulation design (a) is given by
#R <- hcsvd.cov.sim(p = 100, b = 5, design = "a")