An efficient algorithm for sampling from sin<sup><i>k</i></sup> (<i>x</i>) for generating random correlation matrices (Q5083015)
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scientific article; zbMATH DE number 7545888
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| English | An efficient algorithm for sampling from sin<sup><i>k</i></sup> (<i>x</i>) for generating random correlation matrices |
scientific article; zbMATH DE number 7545888 |
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An efficient algorithm for sampling from sin<sup><i>k</i></sup> (<i>x</i>) for generating random correlation matrices (English)
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21 June 2022
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correlation matrix
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inverse transform sampling
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rejection sampling
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