Generate a random correlation matrix based on random partial correlations.

`rcorrmatrix(d,alphad=1)`

d

Dimension of the matrix. `d`

should be a non-negative integer.

alphad

\(\alpha\) parameter for partial of \(1,d\) given \(2,\ldots,d-1\), for
generating random correlation matrix based on the method proposed by Joe (2006),
where \(d\) is the dimension of the correlation matrix.
The default value `alphad`

\(=1\) leads to a random matrix which is
uniform over space of positive definite correlation matrices.
Each correlation has a \(Beta(a,a)\) distribution on \((-1,1)\) where
\(a=alphad+(d-2)/2\). `alphad`

should be a positive number.

A correlation matrix.

Joe, H. (2006)
Generating Random Correlation Matrices Based on Partial Correlations.
*Journal of Multivariate Analysis*, **97**, 2177--2189.

# NOT RUN { rcorrmatrix(3) rcorrmatrix(5) rcorrmatrix(5,alphad=2.5) # }