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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>.
Package details |
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Author | Irene Córdoba [aut] (<https://orcid.org/0000-0002-3252-4234>), Gherardo Varando [aut, cre] (<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>) |
Maintainer | Gherardo Varando <gherardo.varando@math.ku.dk> |
License | GPL (>= 2) |
Version | 0.2.2 |
URL | https://github.com/gherardovarando/gmat |
Package repository | View on CRAN |
Installation |
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