Generating valid \(4\times4\) correlation matrices (Q5505233)
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scientific article; zbMATH DE number 5497741
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| English | Generating valid \(4\times4\) correlation matrices |
scientific article; zbMATH DE number 5497741 |
Statements
26 January 2009
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algorithm for generating
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correlation matrices
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principal minor determinants
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\(4\times 4\) matrix
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positive semidefinite
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0.8678867816925049
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0.7846871614456177
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0.7819367051124573
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0.7799456715583801
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0.770806074142456
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