Hi, I would like to ask a statistics questions. One way to generate a correlation matrix with normally distributed entries is by generating a matrix A with uniform or normal rows. Then normalize each row to get B. Then B times transpose B is the desired matrix. However, the standard deviation of the entries is not large enough for my purpose. Is there a method to generate a normally distributed correlation matrix with a controlled (larger) standard deviation?
Thanks for any help. Best, Richard ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
