[R] how to generate a random correlation matrix with restrictions

[Kingsford Jones]

 R <- matrix(runif(10000), ncol=100)

hth,

Kingsford Jones

On Fri, Aug 28, 2009 at 7:26 PM, Ning Ma<pningma at gmail.com> wrote:
> Hi,
>
> How can I generate a random 100x100 correlation matrix, R={r_ij},
> where about 10% of r_ij are greater than 0.9
>
> Thanks in advance.
>
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