chol_iid | Simulation of correlation matrices |
chol_mh | Simulation of correlation matrices |
dag-constrained correlation matrices | Simulation of correlation matrices |
diagdom | Simulation of correlation matrices. |
gmat | gmat |
metropolis-hastings sampling | Upper Cholesky factor sampling using Metropolis-Hastings |
mh_sphere | Upper Cholesky factor sampling using Metropolis-Hastings |
mh_u | Upper Cholesky factor sampling using Metropolis-Hastings |
port | Simulation of correlation matrices. |
port_chol | Simulation of correlation matrices. |
rgraph | Random generation of acyclic digraphs and undirected graphs |
set_cond_number | Set the condition number of the matrices in a sample of covariance/correlation matrices |
uchol | Get the upper factor of the upper Cholesky decomposition of a symmetric positive definite matrix. |
ug-constrained correlation matrices | Simulation of correlation matrices. |
ug_to_dag | Moral DAG from non chordal UG |
vectorize | Vectorize a sample of covariance/correlation matrices |