RandomCorrMat 0.1.20
Last updated:
0 purchases
Description:
RandomCorrMat 0.1.20
Implements several schemes to generate random correlation matrices, including checks to validate a given matrix to be a proper correlation matrix. Algorithms for generating simple random matrix, random matrix with given eigenvalues, random perturbation of a given correlation matrix and the nearest correlation matrix to a given correlation matrix for fine tuned stress and noise are included in the current version. Please check the project homepage for more details and usage examples
License:
For personal and professional use. You cannot resell or redistribute these repositories in their original state.
Customer Reviews
There are no reviews.
