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.