gmat-package |
gmat: Graphically constrained matrices. |
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: Graphically constrained matrices. |
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 |