[R] building random matrices from vectors of random parameters

Evan Cooch evan.cooch at gmail.com
Thu Sep 28 02:47:49 CEST 2017


Suppose I have interest in a matrix with the following symbolic 
structure (specified by 3 parameters: sa, so, m):

matrix(c(0,sa*m,so,sa),2,2,byrow=T)

What I can't figure out is how to construct a series of matrices, where 
the elements/parameters are rnorm values. I'd like to construct separate 
matrices, with each matrix in the series using the 'next random 
parameter value'. While the following works (for generating, say, 5 such 
random matrices)

replicate(5,matrix(c(0,rnorm(1,0.8,0.1)*rnorm(1,1.2,0.1),rnorm(1,0.5,0.1),rnorm(1,0.8,0.1)),2,2,byrow=T))

its inelegant, and a real pain if the matrix gets large (say, 20 x 20).

I'm wondering if there is an easier way. I tried

 > sa <- rnorm(5,0.8,0.1)
 > so <- rnorm(5,0.5,0.1)
 > m <- rnorm(5,1.2,0.1)

matrix(c(0,sa*m,so,sa),2,2,byrow=T)

but that only returns a single matrix, not 5 matrices as I'd like. I 
also tried several variants of the 'replicate' approach (above), but 
didn't stumble across anything that seemed to work.

So, is there a better way than something like:

replicate(5,matrix(c(0,rnorm(1,0.8,0.1)*rnorm(1,1.2,0.1),rnorm(1,0.5,0.1),rnorm(1,0.8,0.1)),2,2,byrow=T))

Many thanks in advance...



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