rcorr                  package:ggm                  R Documentation

_R_a_n_d_o_m _c_o_r_r_e_l_a_t_i_o_n _m_a_t_r_i_x

_D_e_s_c_r_i_p_t_i_o_n:

     Generates a random correlation matrix  with the method of
     Marsaglia and Olkin (1984).

_U_s_a_g_e:

     rcorr(d)

_A_r_g_u_m_e_n_t_s:

       d: an integer > 0,  the order of the correlation matrix.

_D_e_t_a_i_l_s:

     The algorithm uses 'rsphere' to generate d vectors on a sphere in 
     d-space. If Z is a matrix with such vectors as rows, then the
     random correlation matrix is ZZ'.

_V_a_l_u_e:

     a correlation matrix of order 'd'.

_A_u_t_h_o_r(_s):

     Giovanni M. Marchetti

_R_e_f_e_r_e_n_c_e_s:

     Marshall, G.& Olkin, I. (1984).Generating correlation matrices.
     _SIAM J. Sci. Stat. Comput._, 5, 2, 470-475.

_S_e_e _A_l_s_o:

     'rsphere'

_E_x_a_m_p_l_e_s:

     ## A random correlation matrix of order 3
     rcorr(3)
     ## A random correlation matrix of order 5
     rcorr(5)

