richardbeare/simcor: Generate noisy correlation matrices

Packaging of code distributed as part of the paper "A METHOD FOR GENERATING REALISTIC CORRELATION MATRICES", Johanna Hardin, Stephan Ramon Garcia, David Golan. DOI: 10.1214/13-AOAS638. Code has been refactored and cleaned a little. Original versions of the functions are used in the testing.

Getting started

Package details

Maintainer
LicenseNot sure - nothing on the original code?
Version0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("richardbeare/simcor")
richardbeare/simcor documentation built on Sept. 9, 2017, 2:31 a.m.