BadRLG | R Documentation |
Example improper R matrix reported by Lurie and Goldberg
A 3 by 3 non-positive definite correlation matrix.
Lurie, P. M. & Goldberg, M. S. (1998). An approximate method for sampling correlated random variables from partially-specified distributions. Management Science, 44(2), 203–218.
data(BadRLG)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.