| Name : R-randcorr
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:12:05
|
| Group : Development/Libraries/Other
| Source RPM : R-randcorr-1.0-lp153.2.13.src.rpm
|
| Size : 0.02 MB
| |
| Packager : (none)
| |
| Summary : Generate a Random p x p Correlation Matrix
|
Description :
Implements the algorithm by Pourahmadi and Wang (2015)
< doi:10.1016/j.spl.2015.06.015> for generating a random p x p
correlation matrix. Briefly, the idea is to represent the correlation
matrix using Cholesky factorization and p(p-1)/2 hyperspherical
coordinates (i.e., angles), sample the angles from a particular
distribution and then convert to the standard correlation matrix form.
The angles are sampled from a distribution with pdf proportional to
sin^k(theta) (0 < theta < pi, k >= 1) using the efficient sampling
algorithm described in Enes Makalic and Daniel F. Schmidt (2018)
< arXiv:1809.05212>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
