search for: covraince

...em I am having is that the matrix I create is not always positive definite (and hence mvrnorm fails). Is there any simple way of constructing covariance matrix of the above structure (equal variance, same pairwise correlation from [-1, 1]) that will always be positive definite? I have noticed that covraince matrices created using the following COV function are positive definite for -0.5 < r <1. However, for r < -0.5, the matrix is not positive definite. Does anyone have any idea why this is the case? For my simualtion, I need to generate multivariate data for the whole range of r, [-1, 1]...