Generating Correlation Matrices Based on the Boundaries of Their Coefficients

Author:

Numpacharoen Kawee,Atsawarungruangkit Amporn

Publisher

Public Library of Science (PLoS)

Subject

Multidisciplinary

Reference18 articles.

1. Sampling Uniformly From the Set of Positive Definite Matrices With Trace Constraint;M Mittelbach;IEEE Trans Signal Process,2012

2. Randomly generating portfolio-selection covariance matrices with specified distributional characteristics;M Hirschberger;European J Oper Res,2007

3. Evaluation of factor analytic research procedures bymeans of simulated correlation matrices;L Tucker;Psychometrika,1969

4. Gene Expression Network Reconstruction by Convex Feature Selection when Incorporating Genetic Perturbations;JH Chu;BMC Syst Biol,2009

5. On the use of correlation as a measure of network connectivity,;A Zalesky;NeuroImage,2012

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