\(\alpha\) 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.