Creates a list of summary statistics to pass to mimic.

set_stats(d = 2, means = 0, variances = 1, correlation = diag(2))

Arguments

d

An integer that is no smaller than 2.

means

A numeric vector of sample means.

variances

A numeric vector of positive sample variances.

correlation

A numeric correlation matrix. None of the off-diagonal entries in correlation are allowed to be equal to 1 in absolute value.

Value

A list containing the following components.

  • means a d-vector of sample means.

  • variances a d-vector sample variances.

  • correlation a d by d correlation matrix.

Details

The vectors means and variances are recycled using rep_len to have length d.

Examples

# Uncorrelated with zero means and unit variances set_stats()
#> $means #> [1] 0 0 #> #> $variances #> [1] 1 1 #> #> $correlation #> [,1] [,2] #> [1,] 1 0 #> [2,] 0 1 #>
# Sample correlation = 0.9 set_stats(correlation = matrix(c(1, 0.9, 0.9, 1), 2, 2))
#> $means #> [1] 0 0 #> #> $variances #> [1] 1 1 #> #> $correlation #> [,1] [,2] #> [1,] 1.0 0.9 #> [2,] 0.9 1.0 #>