generate_inv_cov {nethet} | R Documentation |
Generate an inverse covariance matrix with a given sparsity and dimensionality
generate_inv_cov(p = 162, sparsity = 0.7)
p |
Dimensionality of the matrix. |
sparsity |
Determined the proportion of non-zero off-diagonal entries. |
This function generates an inverse covariance matrix, with at most (1-sparsity)*p(p-1) non-zero off-diagonal entries, where the non-zero entries are sampled from a beta distribution.
A p by p positive definite inverse covariance matrix.
generate_inv_cov(p=162)