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New method for realistic correlation matrices generation #66

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aivuk opened this issue Apr 15, 2014 · 0 comments
Open

New method for realistic correlation matrices generation #66

aivuk opened this issue Apr 15, 2014 · 0 comments
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@aivuk
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aivuk commented Apr 15, 2014

Implement the method described in:

https://projecteuclid.org/euclid.aoas/1380804814
http://arxiv-web3.library.cornell.edu/abs/1106.5834v1

The implementation is easy and I had some interesting results with a Python version that I coded. Or we can fork the code from:

http://pages.pomona.edu/~jsh04747/research/simcor.r

removing the examples and writing the code in the Morphometric package conventions.

@aivuk aivuk self-assigned this Apr 15, 2014
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