get_corvars(n = 10, mu, sigma, tol = 1e-06, seed = NULL)
n | The number of samples required. |
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mu | A vector with the means for the variables. |
sigma | A symmetric, positive-definite matrix with the (co)variance or correlation matrix of the variables. |
tol | Tolerance (relative to largest variance) for numerical lack of positive-definiteness in sigma. |
seed | An integer value interpreted as seed. |
A tibble containing the simulated data.
Tiago Olivoto tiagoolivoto@gmail.com
# \donttest{ sigma <- matrix(c(1, .3, 0, .3, 1, .9, 0, .9, 1),3,3) mu <- c(6,50,5) df <- get_corvars(n = 10000, mu = mu, sigma = sigma, seed = 101010) means_by(df)#> # A tibble: 1 x 3 #> X1 X2 X3 #> <dbl> <dbl> <dbl> #> 1 6.01 50.0 5.00#> X1 X2 X3 #> X1 1.000000000 0.3026515 0.004851063 #> X2 0.302651488 1.0000000 0.900604867 #> X3 0.004851063 0.9006049 1.000000000# }