randcorr

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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

Official website: https://cran.r-project.org/web/packages/randcorr/index.html

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

Cited In (1)

• randcorr

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