randcorr
randcorr is a MATLAB function that implements the algorithm by Pourahmadi and Wang for generating a random p x p correlation matrix.
Collections
Details
- Cost:
- Free of charge (with restrictions)
- Tool Type:
- library
- Operating Systems:
- Windows, Linux, Mac
- Programming Languages:
- MATLAB
- Added:
- 5/5/2021
- Last Updated:
- 5/13/2021