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2011 Jun 02
4
generating random covariance matrices (with a uniform distribution of correlations)
...ng correlations is not uniformly distributed between -1 and 1 (of course there is no reason to suspect that it would be). I have tried using both rcorrmatrix and genPositiveDefMat in the "clusterGeneration" package but even when picking the "unifcorrmat" option and setting "alphad" to 1, the distribution of correlations is not uniform. Any recommendations on how to generate the desired covariance matrices would be appreciated. Ned -- Ned A. Dochtermann Department of Biology University of Nevada, Reno ned.dochtermann at gmail.com http://wolfweb.unr.edu/homepage/mpeac...