Creates a diagonal n x n variance matrix with user-defined minimum and maximum
variances based on a continuous uniform distribution.
Usage
rand_diag_mat(n = 5, min.var = 0, max.var = 1)
Arguments
- n
A scalar defining the dimensions of the variance matrix.
- min.var
A scalar defining the minimum variance.
- max.var
A scalar defining the maximum variance.
Note: 0 < min.var < max.var.
Value
A diagonal n x n variance matrix.
Examples
# Simulate a random diagonal matrix with 10 columns and rows.
diag_mat <- rand_diag_mat(
n = 10,
min.var = 0,
max.var = 0.2
)