the requirement.
--- On Fri, 27/6/08, Patrick Burns [EMAIL PROTECTED] wrote:
From: Patrick Burns [EMAIL PROTECTED]
Subject: Re: [R] [SPAM] - constructing arbitrary (positive definite)
covariance matrix - Found word(s) list error in the Text body
To: [EMAIL PROTECTED]
Cc: Mizanur Khondoker [EMAIL
Well, if you think about the geometry, all correlations equal usually
won't work. Think of the SDs as the sides of a simplex and the
correlations as the cosines of the angles between the sides (pick one
variable as the 'origin'.) Only certain values will give a valid
covariance or correlation
To make David's approach a little more concrete:
You can always have correlations all equal to 1 --
the variables are all the same, except for the names
you've given them. You can have two variables
with correlation -1, but you can't get a third variable
that has -1 correlation to both of the
which satisfy the requirement.
--- On Fri, 27/6/08, Patrick Burns [EMAIL PROTECTED] wrote:
From: Patrick Burns [EMAIL PROTECTED]
Subject: Re: [R] [SPAM] - constructing arbitrary (positive definite)
covariance matrix - Found word(s) list error in the Text body
To: [EMAIL PROTECTED]
Cc
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