README.md

Generate noisy correlation matrices

This repo contains a packaged and refactored version of the code described in the paper:

"A METHOD FOR GENERATING REALISTIC CORRELATION MATRICES", Johanna Hardin, Stephan Ramon Garcia, David Golan. Annals of Applied Statistics.

DOI: 10.1214/13-AOAS638

PDF available

JSTOR page


devtools::install_github("richardbeare/simcor")



richardbeare/simcor documentation built on May 19, 2019, 4:16 p.m.