another wrong entry
[This article was first published on R – Xi'an's Og, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
Quite a coincidence! I just came across another bug in Lynch’s (2007) book, Introduction to Applied Bayesian Statistics and Estimation for Social Scientists. Already discussed here and on X validated. While working with one participant to the post-ISBA softshop, we were looking for efficient approaches to simulating correlation matrices and came [by Google] across the above R code associated with a 3×3 correlation matrix, which misses the additional constraint that the determinant must be positive. As shown e.g. by the example
> eigen(matrix(c(1,-.8,.7,-.8,1,.6,.7,.6,1),ncol=3)) $values [1] 1.8169834 1.5861960 -0.4031794
having all correlations between -1 and 1 is not enough. Just. Not. Enough.
Filed under: Books, Kids, R, Statistics, University life Tagged: Bayesian Analysis, correlation, cross validated, introductory textbooks, linear algebra, positive definite matrix, Scott Lynch
To leave a comment for the author, please follow the link and comment on their blog: R – Xi'an's Og.
R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.