Simulate Random Symmetric Positive Definite Matrix

This function generates a random positive definite matrix.

Usage

SimPD(p)

Arguments

p

Positive integer. Dimension of the p by p matrix.

See also

Other Simulation of Autoregressive Data Functions: CheckARCoef(), CheckVARCoef(), SimARCoef(), SimAR(), SimMVN(), SimVARCoef(), SimVARExo(), SimVARZIPExo(), SimVARZIP(), SimVAR(), SimVariance(), YXExo(), YX()

Author

Ivan Jacob Agaloos Pesigan

Examples

set.seed(42)
SimPD(p = 3)
#>            [,1]      [,2]      [,3]
#> [1,]  1.3492292 0.9599519 -1.701504
#> [2,]  0.9599519 2.5054414  1.128879
#> [3,] -1.7015035 1.1288790  5.424650