Description Usage Arguments Details Value Author(s) References See Also Examples
Correlation matrices with random off-diagonal elements.
1 |
nrow |
the desired number of rows |
ncol |
the desired number of columns |
As a correlation matrix is symmetric, only one of nrow
or ncol
needs to be specified.
A symmetric correlation matrix with random elements.
Kornelius Rohmeyer and Mario Hasler
Holmes, R.B. (1991): On random correlation matrices. Siam Journal on Matrix Analysis and Applications 12, 239–272.
1 2 3 4 5 6 7 8 9 10 11 |
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