> Now, lets say I specify a target correlation matrix as follows:
>
>
> A B C
> A 1
> B 1 1
> C 1 -1 1
>
> The problem with above matirx is that we want large values of 'A' to
> be paired with large values of 'B' and also large values of 'A' to
> be paired with large values of 'C'.
> BUT
I am using Iman and Conover's method for inducing rank correlation in
a
MxN matrix.
I have the following question.
Lets say I specify a target correlation matrix as follows:
A B C
A 1
B 1 1
C 1 1 1
Nothing is wrong with above matrix
Now, lets say I specify a target correlation matrix