GenerateRandomPositiveDefiniteMatrix: Generate positive definite matrix
Description
Generate postive definite matrix using QR decomposition
Usage
GenerateRandomPositiveDefiniteMatrix(n, ev = runif(n, 0, 10))
Value
A positive definite matrix
Details
Use QR decomposition to generate positive definite matrix. See reference.
References
Ravi Varadhan, http://r.789695.n4.nabble.com/how-to-randomly-generate-a-n-by-n-positive-definite-matrix-in-R-td846858.html