Re: [R] How to generate a correlation matrix with restrictions on its eigenvalues

: Ravi Varadhan Sent: Friday, April 15, 2011 8:14 AM To: Chee Chen ; r-help@r-project.org Subject: RE: [R] How to generate a correlation matrix with restrictions on its eigenvalues Generate random numbers from a multinomial. ?rmultinom # The following will generate n multinomial vectors each of

Re: [R] How to generate a correlation matrix with restrictions on its eigenvalues

Generate random numbers from a multinomial. ?rmultinom # The following will generate n multinomial vectors each of size m rmultinom(n, size=m, prob=m^(-1/8)) # you need to specify probabilities appropriately Ravi. From: r-help-boun...@r-project.org [r-he