unstructured {corcounts} | R Documentation |
'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.
unstructured(dimension)
dimension |
Dimension T of the correlation matrix. |
A correlation matrix of dimension T x T.
unstructured(10)