Learn R Programming

VBmix (version 0.3.2)

covgen:

Description

generates random definite positive matrices (i.e. valid covariance matrices).

Usage

covgen(d = 2, bounds = c(1, 5))

Arguments

d
rank of the square matrix to be returned.
bounds
minima and maximal values for diagonal values.

Value

random definite positive matrix

See Also

randomGmm

Examples

Run this code
temp <- covgen()

Run the code above in your browser using DataLab