rcorrmatrix | R Documentation |
Generate a random correlation matrix based on random partial correlations.
rcorrmatrix(d, alphad = 1)
d |
Dimension of the matrix. |
alphad |
|
A correlation matrix.
Weiliang Qiu weiliang.qiu@gmail.com
Harry Joe harry@stat.ubc.ca
Joe, H. (2006) Generating Random Correlation Matrices Based on Partial Correlations. Journal of Multivariate Analysis, 97, 2177–2189.
rcorrmatrix(3)
rcorrmatrix(5)
rcorrmatrix(5, alphad = 2.5)
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