Simulation of Graphical Correlation Matrices


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Documentation for package ‘gmat’ version 0.2.2

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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