[R] How can I generate a random correlation matrix with some off-diagonal elements being zero

From: Xing Yuan <joe.yuan0309_at_gmail.com>
Date: Sat, 02 Apr 2011 22:24:18 -0400


 Hi,

 How can I generate a random correlation matrix, R={r_ij}, where some off-diagonal elements being zero?

 Thanks in advance.

Joe

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