unstructured {corcounts}R Documentation

Generate random correlation matrix

Description

'unstructured' generates a random correlation matrix of dimension T with random entries. To ensure positive definiteness, a matrix of partial correlations with random entries uniform on [-0.9, 0.9] will be generated an the corresponding correlation matrix be calculated from it using a bijective recursive relation between them.

Usage

unstructured(dimension)

Arguments

dimension Dimension T of the correlation matrix.

Value

A correlation matrix of dimension T x T.

Examples

unstructured(10)

[Package corcounts version 1.1 Index]