Displaying 1 result from an estimated 1 matches for "2.869573".
2008 Jun 26
2
constructing arbitrary (positive definite) covariance matrix
Dear list,
I am trying to use the 'mvrnorm' function from the MASS package for
simulating multivariate Gaussian data with given covariance matrix.
The diagonal elements of my covariance matrix should be the same,
i.e., all variables have the same marginal variance. Also all
correlations between all pair of variables should be identical, but
could be any value in [-1,1]. The problem I am