Displaying 1 result from an estimated 1 matches for "unifcorrmat".
2011 Jun 02
4
generating random covariance matrices (with a uniform distribution of correlations)
...trates that the distribution of corresponding 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
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Ned A. Dochtermann
Department of Biology
University of Nevada, Reno
ned.dochtermann at gmail.com...