I am trying to generate correlation matrix of different structure (Compound Symmetry, AR1, TOEPLITZ, Unstructured, Banded etc). My generated Compound Symmetry and AR1 matrix are coming positive definite so I can consider them as Correlation matrix.
However, when I generate Unstructured, Toeplitz, Compound symmetry with band 2, AR1 with band2, I cannot ensure positive definiteness in those matrices, so I cannot consider them as correlation matrix.
I need your suggestion to generate positive definite correlation matrices under the Unstructured, Toeplitz, Compound symmetry with band 2, AR1 with band2 structure. Kindly refer relevant article if you are aware of.
Thanks & Regards
--------------Madan Gopal Kundu
Indiana University Purdue University Indianapolis (IUPUI)
Indianapolis, Indiana 46202, USA
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