rcorrmatrix {clusterGeneration} | R Documentation |
Generate a random correlation matrix based on random partial correlations.
rcorrmatrix(d,alphad=1)
d |
Dimension of the matrix. |
alphad |
α parameter for partial of 1,d given 2,…,d-1, for
generating random correlation matrix based on the method proposed by Joe (2006),
where d is the dimension of the correlation matrix.
The default value |
A correlation matrix.
Weiliang Qiu stwxq@channing.harvard.edu
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)