Other packages > Find by keyword >

randcorr  

Generate a Random p x p Correlation Matrix
View on CRAN: Click here


Download and install randcorr package within the R console
Install from CRAN:
install.packages("randcorr")

Install from Github:
library("remotes")
install_github("cran/randcorr")

Install by package version:
library("remotes")
install_version("randcorr", "1.0")



Attach the package and use:
library("randcorr")
Maintained by
Daniel F. Schmidt
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-11-16
Latest Update: 2018-11-16
Description:
Implements the algorithm by Pourahmadi and Wang (2015) for generating a random p x p correlation matrix. Briefly, the idea is to represent the correlation matrix using Cholesky factorization and p(p-1)/2 hyperspherical coordinates (i.e., angles), sample the angles from a particular distribution and then convert to the standard correlation matrix form. The angles are sampled from a distribution with pdf proportional to sin^k(theta) (0 < theta < pi, k >= 1) using the efficient sampling algorithm described in Enes Makalic and Daniel F. Schmidt (2018) .
How to cite:
Daniel F. Schmidt (2018). randcorr: Generate a Random p x p Correlation Matrix. R package version 1.0, https://cran.r-project.org/web/packages/randcorr. Accessed 05 Mar. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited randcorr R package
View randcorr citation profile
Other R packages that randcorr depends, imports, suggests or enhances
Complete documentation for randcorr
Functions, R codes and Examples using the randcorr R package
Some associated functions: randcorr-package . randcorr . randcorr.sample.sink . 
Some associated R codes: randcorr-package.R . randcorr.R .  Full randcorr package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

neat  
Efficient Network Enrichment Analysis Test
Includes functions and examples to compute NEAT, the Network Enrichment Analysis Test described in ...
Download / Learn more Package Citations See dependency  
diffIRT  
Diffusion IRT Models for Response and Response Time Data
Package to fit diffusion-based IRT models to response and response time data. Models are fit using ...
Download / Learn more Package Citations See dependency  
ClimClass  
Climate Classification According to Several Indices
Classification of climate according to Koeppen - Geiger, of aridity indices, of continentality indi ...
Download / Learn more Package Citations See dependency  
pinp  
'pinp' is not 'PNAS'
A 'PNAS'-alike style for 'rmarkdown', derived from the 'Proceedings of the National Academy of Scie ...
Download / Learn more Package Citations See dependency  
imagefx  
Extract Features from Images
Synthesize images into characteristic features for time-series analysis or machine learning applicat ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA