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Simulation of Graphical Correlation Matrices

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

Cites work

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

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