Generating valid 44 correlation matrices

MaRDI QIDQ5505233zbMATH OpenFDO

Authors Mark Budden, Paul T. Hadavas, Lorrie Lawrence Hoffman, Chris Pretz

Publication date 26 January 2009

Full work available at URL https://eudml.org/doc/55187, http://www.emis.de/journals/AMEN/2007/2007.htm

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zbMATH Keywords

\(4\times 4\) matrixalgorithm for generatingcorrelation matricespositive semidefiniteprincipal minor determinants

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Measures of association (correlation, canonical correlation, etc.) (62H20)

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