randcorr

swMATH44265CRANrandcorrMaRDI QIDQ1349663

Generate a Random p x p Correlation Matrix

Daniel F. Schmidt, Enes Makalic

Last update: 16 November 2018

Copyright license: GNU General Public License

Software version identifier: 1.0

Source code repository: https://github.com/cran/randcorr

Cites work

• Distribution of random correlation matrices: Hyperspherical parameterization of the Cholesky factor
• An efficient algorithm for sampling from $\sin^k(x)$ for generating random correlation matrices

Described by source

• An efficient algorithm for sampling from sin^k (x) for generating random correlation matrices

This page was built for software: randcorr