Random Number Generator for Cholesky LKJ Correlation Distribution

Random Number Generator for Cholesky LKJ Correlation Distribution

Usage

rlkjcorr(n, K, eta = 1)

Arguments

n

Number of samples.

K

Dimension of matrix

eta

Parameter controling the strengths of correlations

Details

Function taken from https://github.com/rmcelreath/rethinking/blob/master/R/distributions.r#L214