rcorr

Generates a random correlation matrix
with the method of Marsaglia and Olkin (1984).

multivariate

distribution

Provides functions for defining
mixed graphs containing three types of edges, directed,
undirected and bi-directed, with possibly multiple edges.
These graphs are useful because they capture fundamental
independence structures in multivariate distributions
and in the induced distributions after marginalization
and conditioning.
The package is especially concerned with Gaussian graphical
models for
(i) ML estimation for directed acyclic graphs, undirected and
bi-directed graphs and ancestral graph models
(ii) testing several conditional independencies
(iii) checking global identification of DAG Gaussian models
with one latent variable
(iv) testing Markov equivalences and generating Markov
equivalent graphs of specific types.

Giovanni M Marchetti

Graphical Markov Models with Mixed Graphs

Giovanni M. Marchetti

Mathias Drton

Kayvan Sadeghi

rcorr function

<dl> <dt>d</dt>
<dd>an integer &gt; 0, the order of the correlation matrix.</dd></dl>

Arguments

Author

Random correlation matrix — rcorr

<dl>

 <dt>d</dt>
<dd>an integer &gt; 0, the order of the correlation matrix.</dd>

</dl>

rcorr: Random correlation matrix

Description

Usage

Value

Arguments

Author

Details

References

See Also

Examples