generate_inv_cov {nethet} | R Documentation

## generate_inv_cov

### Description

Generate an inverse covariance matrix with a given sparsity and dimensionality

### Usage

    generate_inv_cov(p = 162, sparsity = 0.7)

### Arguments

`p` | Dimensionality of the matrix.
`sparsity` | Determined the proportion of non-zero off-diagonal entries.

### Details

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.

### Value

A p by p positive definite inverse covariance matrix.

### Examples

    generate_inv_cov(p=162)

[Package nethet version 1.24.0 Index]