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Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections - MaRDI portal

Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections (Q5869242)

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scientific article; zbMATH DE number 7593652
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English
Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
scientific article; zbMATH DE number 7593652

    Statements

    title
    Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections (English)
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    author
    Niels G. Waller
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    publication date
    28 September 2022
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    zbMATH Keywords
    Monte Carlo
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    optimization
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    simulations
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    cites work
    R
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    Q3739782
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    Q3835867
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    Q3172946
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    Q4934374
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    Q4231779
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    Q3592129
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    Q4799720
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    Q3805613
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    describes a project that uses
    R
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    AS 127
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    relaimpo
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    Matlab
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    Identifiers

    zbMATH DE Number
    7593652
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    OpenAlex ID
    W2777282507
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