generate_random_spd_matrix: Generate a random symmetric positive definite matrix

In graphicalExtremes: Statistical Methodology for Graphical Extreme Value Models

Generate a random symmetric positive definite matrix

Description

Generates a random \dxd symmetric positive definite matrix. This is done by generating a random \dxd matrix B, then computing B %*% t(B), and then normalizing the matrix to approximately single digit entries.

Usage

generate_random_spd_matrix(d, bMin = -10, bMax = 10, ...)

Arguments

d	Number of rows/columns
bMin	Minimum value of entries in B
bMax	Maximum value of entries in B
...	Ignored, only allowed for compatibility

See Also

Other example generation functions: generate_random_Gamma(), generate_random_chordal_graph(), generate_random_graphical_Gamma(), generate_random_integer_Gamma(), generate_random_model()

graphicalExtremes documentation built on Nov. 14, 2023, 1:07 a.m.