gmat: Simulation of Graphical Correlation Matrices

Simulation of correlation matrices possibly constrained by a given undirected or acyclic directed graph. In particular, the package provides functions that implement the simulation methods described in Córdoba et al. (2018a) <doi:10.1007/978-3-030-03493-1_13>, Córdoba et al. (2018b) <doi:10.1145/2695664.2695717> and Córdoba et al. (2019) <arXiv:1909.01062>.

Getting started

Package details

AuthorIrene Córdoba [aut, cre] (<>), Gherardo Varando [aut] (<>), Concha Bielza [ths] (<>), Pedro Larrañaga [ths] (<>)
MaintainerIrene Córdoba <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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gmat documentation built on Sept. 13, 2019, 5:13 p.m.