Description Usage Arguments Value
generates a random positive definite matrix with the specified eigenvalues. Code from: https://stat.ethz.ch/pipermail/r-help/2008-February/153708.html
1 | randomPositiveDefiniteMatrix(n, ev = runif(n, 0, 10))
|
n |
dimensions |
ev |
optional eigenvalues |
a random positive definite matrix with requested eigenvalues
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