gmat

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Gmat (Simulation of Graphical Correlation Matrices)

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MaRDI QIDQ135243CRANFDO

Authors Gherardo Varando, Irene Córdoba-Sánchez

Last update 30 August 2020

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 0.1.0, 0.2.0, 0.2.1, 0.2.2

A Fast Metropolis-Hastings Method for Generating Random Correlation Matrices
On generating random Gaussian graphical models

This page was built for software: gmat

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