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createRSeed

Create a 4 × 4 seed matrix for use with fungibleR (Waller, 2013, under review).

Description

Creates a 4 × 4 seed matrix for use with fungibleR with a predetermined 4 × 1 Beta vector of standardized regression coefficients and a multiple coefficient of determination 𝑅² that is close to a predetermined 𝑅².

Usage

createRSeed(Beta = c(.1, .2, .3, .4), R2 = 0.3, tol = 0.5)

Arguments

Argument Description
Beta 4 × 1 vector of standardized regression coefficients.
R2 multiple coefficient of determination.
tol tolerance for finding a 4 × 4 correlation matrix that has a coefficient of determination that is within |tol| units from the provided 𝑅².

Value

Returns closestR, an 𝐑 matrix that has the closest coefficient of determination to the provided 𝑅².

References

Waller, N.G. (2013, under review). Fungible Correlation Matrices: A New Tool for Evaluating Penalized Regression Models.

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Create 4 × 4 seed matrices for use with fungibleR

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