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st: Drawing a (positive-definite) correlation matrix

From   "Daniel Hoechle" <>
Subject   st: Drawing a (positive-definite) correlation matrix
Date   Tue, 16 May 2006 11:02:36 +0200

Nick and Al,

Thanks a lot for your help.

Nick: Your suggestion works perfect. I don't know why I didn't come on
this idea by myself... probably it was to obvious... :-)

Al: While I couldn't use your program directly (since I don't have any
real world data), the program is very illustrative and helped me
implementing the simulation.


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