Abstract
The authors previously provided an algorithm and program for generating 4 × 4 correlation matrices. In this note, the algorithm is refined and extended to the generation of n × n correlation matrices for n > 4.
| Original language | English |
|---|---|
| Pages (from-to) | 279-282 |
| Number of pages | 4 |
| Journal | Applied Mathematics E - Notes |
| Volume | 8 |
| State | Published - 2008 |