generates random definite positive matrices (i.e. valid covariance matrices).
rank of the square matrix to be returned.
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.
temp <- covgen()