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. (2018) <doi:10.1007/978-3-030-03493-1_13> and Córdoba et al. (2020) <doi:10.1016/j.ijar.2020.07.007>.

Getting started

Package details

AuthorIrene Córdoba [aut] (<>), Gherardo Varando [aut, cre] (<>), Concha Bielza [ths] (<>), Pedro Larrañaga [ths] (<>)
MaintainerGherardo Varando <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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gmat documentation built on Aug. 30, 2020, 9:07 a.m.