rcorrmatrix

Generate a random correlation matrix based on random partial correlations.

cluster

We developed the clusterGeneration package to provide functions
for generating random clusters, generating random
covariance/correlation matrices,
calculating a separation index (data and population version)
for pairs of clusters or cluster distributions, and 1-D and 2-D
projection plots to visualize clusters.  The package also
contains a function to generate random clusters based on
factorial designs with factors such as degree of separation,
number of clusters, number of variables, number of noisy
variables.

Weiliang Qiu

clusterGeneration

Random Cluster Generation (with Specified Degree of Separation)

rcorrmatrix function

<dl> <dt>d</dt>
<dd>Dimension of the matrix. <code>d</code> should be a non-negative integer.</dd> <dt>alphad</dt>
<dd>\(\alpha\) parameter for partial of \(1,d\) given \(2,\ldots,d-1\), for 
generating random correlation matrix based on the method proposed by Joe (2006),
where \(d\) is the dimension of the correlation matrix.
The default value <code>alphad</code>\(=1\) leads to a random matrix which is 
uniform over space of positive definite correlation matrices.
Each correlation has a \(Beta(a,a)\) distribution on \((-1,1)\) where
\(a=alphad+(d-2)/2\). <code>alphad</code> should be a positive number.</dd></dl>

Arguments

Weiliang Qiu <a href="/link/weiliang.qiu%40gmail.com?package=clusterGeneration&version=1.3.8" data-mini-rdoc="clusterGeneration::weiliang.qiu@gmail.com">weiliang.qiu@gmail.com</a> 
Harry Joe <a href="/link/harry%40stat.ubc.ca?package=clusterGeneration&version=1.3.8" data-mini-rdoc="clusterGeneration::harry@stat.ubc.ca">harry@stat.ubc.ca</a>

Author

GENERATE A RANDOM CORRELATION MATRIX BASED ON RANDOM PARTIAL CORRELATIONS — rcorrmatrix

<dl>

 <dt>d</dt>
<dd>Dimension of the matrix. <code>d</code> should be a non-negative integer.</dd>

 <dt>alphad</dt>
<dd>\(\alpha\) parameter for partial of \(1,d\) given \(2,\ldots,d-1\), for 
generating random correlation matrix based on the method proposed by Joe (2006),
where \(d\) is the dimension of the correlation matrix.
The default value <code>alphad</code>\(=1\) leads to a random matrix which is 
uniform over space of positive definite correlation matrices.
Each correlation has a \(Beta(a,a)\) distribution on \((-1,1)\) where
\(a=alphad+(d-2)/2\). <code>alphad</code> should be a positive number.</dd>

</dl>

Weiliang Qiu <a href='mailto:weiliang.qiu@gmail.com'>weiliang.qiu@gmail.com</a> 
Harry Joe <a href='mailto:harry@stat.ubc.ca'>harry@stat.ubc.ca</a>

rcorrmatrix: GENERATE A RANDOM CORRELATION MATRIX BASED ON RANDOM PARTIAL CORRELATIONS

Description

Usage

Value

Arguments

Author

References

Examples