Calibrate a global covariance scale to a target MixSim BarOmega
Source:R/statistical_metrics_monte_carlo_overlap.R
scale_covariances_to_overlap.RdBinary-searches \(s>0\) so that
compute_average_overlap() of \(\{s\Sigma_j\}\) matches
target. Larger \(s\) inflates the Gaussians and increases
average overlap while leaving graph zeros intact. This is the
graph-constrained analogue of MixSim / FSDA's average-overlap
generator, which cannot take a precision support as input.
Usage
scale_covariances_to_overlap(
mu,
sigma,
p,
target,
n_mc = 4000L,
s_range = c(0.001, 1000),
tol = 0.005,
seed = NULL,
verbose = FALSE
)Arguments
- mu
\(G\times J\) mean signature.
- sigma
Base \(G\times G\times J\) covariances.
- p
Simplex weights (length \(J\)).
- target
Target average pairwise overlap in \((0,1)\).
- n_mc
Monte Carlo size forwarded to
overlap_gaussian_mc()when \(G\ge 4\).- s_range
Length-2 search interval for \(s\).
- tol
Absolute overlap tolerance.
- seed
Optional seed for overlap evaluations.
- verbose
If
TRUE, print the MixSim-to-MC switch.