generate_random_spd_matrix {graphicalExtremes}

Generate a random symmetric positive definite matrix

Description

Generates a random d \times d symmetric positive definite matrix. This is done by generating a random d \times d matrix B, then computing B %*% t(B), and then normalizing the matrix to approximately single digit entries.

Usage

generate_random_spd_matrix(d, bMin = -10, bMax = 10, ...)

Arguments

d

Number of rows/columns

bMin

Minimum value of entries in B

bMax

Maximum value of entries in B

...

Ignored, only allowed for compatibility

See Also

Other example generation functions: generate_random_Gamma(), generate_random_chordal_graph(), generate_random_graphical_Gamma(), generate_random_integer_Gamma(), generate_random_model()