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

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Fri, 15 Apr 2011 08:14:38 -0400

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-bounces_at_r-project.org [r-help-bounces_at_r-project.org] On Behalf Of Chee Chen [chee.chen_at_yahoo.com] Sent: Thursday, April 14, 2011 11:55 PM
To: r-help_at_r-project.org
Subject: [R] How to generate a correlation matrix with restrictions on its eigenvalues

Dear All,
I would like to generate m positive real numbers c_i, I=1,...,m, such that
(1) c_1 + c_2 + ... + c_m=m,
(1) after being ordered into c_1 >= c_2 >= .... >=c_m>0, we have that c_m is of the same order of m^(-1/8), when m is sufficiently large.
Thanks,
-Chee

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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. Received on Fri 15 Apr 2011 - 12:17:38 GMT

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