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Xing Yuan

2011-Apr-03 02:24 UTC

[R] How can I generate a random correlation matrix with some off-diagonal elements being zero

Hi,

 How can I generate a random correlation matrix, R={r_ij}, where some
off-diagonal elements being zero?

 Thanks in advance.

Joe

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R help - Apr 2011 - How can I generate a random correlation matrix with some off-diagonal elements being zero

[R] How can I generate a random correlation matrix with some off-diagonal elements being zero