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] (<https://orcid.org/0000-0002-3252-4234>), Gherardo Varando [aut] (<https://orcid.org/0000-0002-6708-1103>), Concha Bielza [ths] (<https://orcid.org/0000-0001-7109-2668>), Pedro Larrañaga [ths] (<https://orcid.org/0000-0003-0652-9872>)
MaintainerIrene Córdoba <[email protected]>
LicenseGPL (>= 2)
Version0.2.1
URL https://github.com/irenecrsn/gmat
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gmat")

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gmat documentation built on Sept. 13, 2019, 5:13 p.m.