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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.
Citation | gmat citation info |
github.com/gherardovarando/gmat | |
Bug report | File report |
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