random.correlation: Generate a random correlation matrix
Description
Generate a random correlation matrix from specified
eigenvalues. If eigenvalues are not specified, they are
randomly generated from a uniform [0,10] distribution.
Usage
random.correlation(n, ev = runif(n, 0, 10))
Arguments
n
the number of rows/dimensions of the correlation
matrix
ev
Eigenvalues. Defaults to sampling from a
uniform distribution betwen 0 and 10.