rcorrmatrix        package:clusterGeneration        R Documentation

_G_E_N_E_R_A_T_E _A _R_A_N_D_O_M _C_O_R_R_E_L_A_T_I_O_N _M_A_T_R_I_X _B_A_S_E_D _O_N _R_A_N_D_O_M _P_A_R_T_I_A_L _C_O_R_R_E_L_A_T_I_O_N_S

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

     Generate a random correlation matrix based on random partial
     correlations.

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

       rcorrmatrix(d,alphad=1)

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

       d: Dimension of the matrix. 'd' should be a non-negative
          integer. 

  alphad: alpha 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 'alphad'=1 leads to a
          random matrix which is  uniform over space of positive
          definite correlation matrices. Each correlation has a
          Beta(a,a) distribution on (-1,1) where a=alphad+(d-2)/2.
          'alphad' should be a positive number. 

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

     A correlation matrix.

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

     Weiliang Qiu stwxq@channing.harvard.edu
      Harry Joe harry@stat.ubc.ca

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

     Joe, H. (2006) Generating Random Correlation Matrices Based on
     Partial Correlations.  _Journal of Multivariate Analysis_, *97*,
     2177-2189.

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

     rcorrmatrix(3)
     rcorrmatrix(5)
     rcorrmatrix(5,alphad=2.5)

