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gmat (version 0.2.1)

set_cond_number: Set the condition number of the matrices in a sample of covariance/correlation matrices

Description

Set the condition number of the matrices in a sample of covariance/correlation matrices

Usage

set_cond_number(sample, k)

Arguments

sample

Array, the p x p x N matrix sample.

k

Condition number to be set.

Value

A p x p x N array containing the matrices with the fixed condition number.