Description Usage Arguments Value Note Author(s) See Also Examples
generates random definite positive matrices (i.e. valid covariance matrices).
1 |
d |
rank of the square matrix to be returned. |
bounds |
minima and maximal values for diagonal values. |
random definite positive matrix
Matrix cells are sampled with an heuristic not guaranteed to lead to definite positiveness: this characteristic is only controlled before function return. If positive definite after control, the matrix is returned. If not, an error message is issued.
Pierrick Bruneau
randomGmm
1 | temp <- covgen()
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