Greetings,
I have a seemingly simple task which I have not been able to solve today and I
checked all of the help archives on this and have been unable to find anything
useful. I want to construct a symmetric matrix of arbtriray size w/o using
loops. The following I thought would do it:
p - 6
it.
Bert Gunter
Genentech Nonclinical Statistics
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Gregory Gentlemen
Sent: Sunday, July 29, 2007 7:32 PM
To: r-help@stat.math.ethz.ch
Subject: [R] Constructing correlation matrices
Greetings,
I have a seemingly
Greg,
I take it that you're trying to generate a random correlation matrix, so first
create a covariance matrix,
p = 6
v = matrix(rnorm(p*p), ncol=p)
cov = t(v) %*% v
Then convert it to a correlation matrix,
cov2cor(cov)
HTH.
Horace
Gregory Gentlemen [EMAIL PROTECTED] 7/29/2007 7:31:36
Greg, in light of Doug Bates' question, what i have suggested a little early in
response to your question is known as a Wishart matrix with n degree of
freedom, which is guarenteed to be positive definite. If this is not what you
want, you have to be more specific about the property of this
