This function was copied from Richard McElreath's rethinking package hosted at https://github.com/rmcelreath/rethinking. In turn, he appears to have copied it from Ben Bolker's rLKJ function from the emdbook package, although I cannot find it there (else I would have imported it).
rlkjcorr(n, K, eta = 1)
| n | Number of matrices to sample. |
|---|---|
| K | dimenstion of matrix to sample. |
| eta | Distribution parameter |
matrix